Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.72% | 2.93 CHF | 2.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 152,145 CHF | 153,247 CHF | 98.73% | 98.73% |
12/07/2024 | 0.71% | 3.08 CHF | 3.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 151,820 CHF | 152,905 CHF | 99.38% | 99.38% |
11/07/2024 | 0.72% | 3.05 CHF | 3.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 152,619 CHF | 153,728 CHF | 99.06% | 99.06% |
10/07/2024 | 0.74% | 3.01 CHF | 3.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 149,438 CHF | 150,548 CHF | 100.00% | 100.00% |
09/07/2024 | 0.70% | 3.06 CHF | 3.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 153,701 CHF | 154,784 CHF | 100.00% | 100.00% |
08/07/2024 | 0.69% | 2.95 CHF | 2.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 147,334 CHF | 148,358 CHF | 100.00% | 100.00% |
05/07/2024 | 0.73% | 2.88 CHF | 2.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 146,356 CHF | 147,424 CHF | 99.62% | 99.62% |
04/07/2024 | 0.75% | 2.97 CHF | 2.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 147,821 CHF | 148,932 CHF | 99.37% | 99.37% |
03/07/2024 | 0.70% | 2.97 CHF | 2.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 146,635 CHF | 147,670 CHF | 99.73% | 99.73% |
02/07/2024 | 0.76% | 2.90 CHF | 2.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 140,623 CHF | 141,692 CHF | 99.60% | 99.60% |