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 | 0.31% | 3.32 CHF | 3.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 162,114 CHF | 162,614 CHF | 100.00% | 100.00% |
12/07/2024 | 0.33% | 2.94 CHF | 2.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 149,945 CHF | 150,445 CHF | 99.68% | 99.68% |
11/07/2024 | 0.31% | 3.12 CHF | 3.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 158,839 CHF | 159,339 CHF | 99.02% | 99.02% |
10/07/2024 | 0.30% | 3.20 CHF | 3.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 164,404 CHF | 164,904 CHF | 96.09% | 96.09% |
09/07/2024 | 0.31% | 3.32 CHF | 3.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 162,453 CHF | 162,953 CHF | 99.67% | 99.67% |
08/07/2024 | 0.32% | 3.22 CHF | 3.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 157,106 CHF | 157,606 CHF | 99.85% | 99.85% |
05/07/2024 | 0.34% | 3.04 CHF | 3.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 148,512 CHF | 149,012 CHF | 100.00% | 100.00% |
04/07/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 152,815 CHF | 153,315 CHF | 100.00% | 100.00% |
03/07/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 154,711 CHF | 155,211 CHF | 99.25% | 99.25% |
02/07/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 154,904 CHF | 155,404 CHF | 99.65% | 99.65% |