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 | 0.77% | 2.75 CHF | 2.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 143,172 CHF | 144,274 CHF | 98.72% | 98.72% |
12/07/2024 | 0.72% | 2.90 CHF | 2.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 142,905 CHF | 143,932 CHF | 99.38% | 99.38% |
11/07/2024 | 0.76% | 2.88 CHF | 2.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 143,729 CHF | 144,828 CHF | 99.13% | 99.13% |
10/07/2024 | 0.78% | 2.83 CHF | 2.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 140,548 CHF | 141,650 CHF | 100.00% | 100.00% |
09/07/2024 | 0.77% | 2.89 CHF | 2.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 144,784 CHF | 145,907 CHF | 99.99% | 99.99% |
08/07/2024 | 0.74% | 2.77 CHF | 2.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 138,435 CHF | 139,461 CHF | 100.00% | 100.00% |
05/07/2024 | 0.78% | 2.70 CHF | 2.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 137,456 CHF | 138,526 CHF | 99.62% | 99.62% |
04/07/2024 | 0.80% | 2.79 CHF | 2.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 138,932 CHF | 140,054 CHF | 99.37% | 99.37% |
03/07/2024 | 0.75% | 2.79 CHF | 2.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 137,742 CHF | 138,776 CHF | 99.73% | 99.73% |
02/07/2024 | 0.81% | 2.72 CHF | 2.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 131,721 CHF | 132,787 CHF | 99.48% | 99.48% |