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 | 0.36% | 2.85 CHF | 2.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 138,587 CHF | 139,087 CHF | 100.00% | 100.00% |
12/07/2024 | 0.39% | 2.47 CHF | 2.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 126,432 CHF | 126,932 CHF | 99.68% | 99.68% |
11/07/2024 | 0.37% | 2.65 CHF | 2.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 135,349 CHF | 135,849 CHF | 99.18% | 99.18% |
10/07/2024 | 0.35% | 2.73 CHF | 2.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 140,961 CHF | 141,461 CHF | 96.09% | 96.09% |
09/07/2024 | 0.36% | 2.85 CHF | 2.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 139,011 CHF | 139,511 CHF | 99.67% | 99.67% |
08/07/2024 | 0.37% | 2.75 CHF | 2.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 133,699 CHF | 134,199 CHF | 99.85% | 99.85% |
05/07/2024 | 0.40% | 2.57 CHF | 2.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 125,043 CHF | 125,543 CHF | 100.00% | 100.00% |
04/07/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 129,355 CHF | 129,855 CHF | 100.00% | 100.00% |
03/07/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 131,263 CHF | 131,763 CHF | 99.25% | 99.25% |
02/07/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 131,516 CHF | 132,016 CHF | 99.68% | 99.68% |