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 | 0.49% | 2.02 CHF | 2.03 CHF | 100,000 | 300,000 | 100,000 | 300,000 | 203,331 CHF | 612,993 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 100,000 | 300,000 | 100,000 | 300,000 | 204,490 CHF | 616,470 CHF | 99.78% | 99.78% |
11/07/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 100,000 | 300,000 | 100,000 | 300,000 | 205,888 CHF | 620,663 CHF | 99.99% | 99.99% |
10/07/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 100,000 | 300,000 | 100,000 | 300,000 | 207,636 CHF | 625,908 CHF | 94.71% | 94.71% |
09/07/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 100,000 | 300,000 | 100,000 | 300,000 | 208,347 CHF | 628,040 CHF | 99.67% | 99.67% |
08/07/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 100,000 | 300,000 | 100,000 | 300,000 | 209,150 CHF | 630,449 CHF | 100.00% | 100.00% |
05/07/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 100,000 | 300,000 | 100,000 | 300,000 | 208,064 CHF | 627,192 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 100,000 | 300,000 | 100,000 | 300,000 | 208,201 CHF | 627,604 CHF | 100.00% | 100.00% |
03/07/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 100,000 | 300,000 | 100,000 | 300,000 | 208,565 CHF | 628,696 CHF | 99.33% | 99.33% |
02/07/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 100,000 | 300,000 | 100,000 | 300,000 | 211,503 CHF | 637,508 CHF | 99.62% | 99.62% |