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 | 0.45% | 2.31 CHF | 2.32 CHF | 50,000 | 50,000 | 49,000 | 49,000 | 111,976 CHF | 112,467 CHF | 100.00% | 100.00% |
12/07/2024 | 0.45% | 2.29 CHF | 2.30 CHF | 50,000 | 50,000 | 49,099 | 49,099 | 110,756 CHF | 111,248 CHF | 100.00% | 100.00% |
11/07/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 50,000 | 50,000 | 48,600 | 48,600 | 110,897 CHF | 111,384 CHF | 99.76% | 99.76% |
10/07/2024 | 0.46% | 2.28 CHF | 2.29 CHF | 50,000 | 50,000 | 48,400 | 48,400 | 109,079 CHF | 109,564 CHF | 100.00% | 100.00% |
09/07/2024 | 0.48% | 2.20 CHF | 2.21 CHF | 50,000 | 50,000 | 46,880 | 46,880 | 104,992 CHF | 105,465 CHF | 100.00% | 100.00% |
08/07/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 50,000 | 50,000 | 49,314 | 49,314 | 115,851 CHF | 116,345 CHF | 99.99% | 99.99% |
05/07/2024 | 0.47% | 2.27 CHF | 2.28 CHF | 50,000 | 50,000 | 47,211 | 47,211 | 108,455 CHF | 108,941 CHF | 99.97% | 99.97% |
04/07/2024 | 0.45% | 2.29 CHF | 2.30 CHF | 50,000 | 50,000 | 49,426 | 49,426 | 111,853 CHF | 112,348 CHF | 100.00% | 100.00% |
03/07/2024 | 0.47% | 2.17 CHF | 2.18 CHF | 50,000 | 50,000 | 48,626 | 48,626 | 105,841 CHF | 106,329 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 50,000 | 50,000 | 49,477 | 49,477 | 101,530 CHF | 102,025 CHF | 100.00% | 100.00% |