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 | 0.51% | 1.94 CHF | 1.95 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 582,663 CHF | 585,663 CHF | 100.00% | 100.00% |
12/07/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 585,488 CHF | 588,488 CHF | 99.77% | 99.77% |
11/07/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 589,197 CHF | 592,197 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 593,845 CHF | 596,845 CHF | 94.70% | 94.70% |
09/07/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 592,700 CHF | 595,700 CHF | 99.67% | 99.67% |
08/07/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 586,621 CHF | 589,621 CHF | 100.00% | 100.00% |
05/07/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 594,018 CHF | 597,018 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 600,002 CHF | 603,002 CHF | 100.00% | 100.00% |
03/07/2024 | 0.49% | 2.00 CHF | 2.01 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 606,481 CHF | 609,481 CHF | 99.33% | 99.33% |
02/07/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 610,557 CHF | 613,557 CHF | 99.62% | 99.62% |