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% | 2.80 CHF | 2.81 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 840,212 CHF | 843,212 CHF | 100.00% | 100.00% |
12/07/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 843,002 CHF | 846,002 CHF | 99.77% | 99.77% |
11/07/2024 | 0.35% | 2.79 CHF | 2.80 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 846,892 CHF | 849,892 CHF | 100.00% | 100.00% |
10/07/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 851,388 CHF | 854,388 CHF | 94.70% | 94.70% |
09/07/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 850,432 CHF | 853,432 CHF | 99.67% | 99.67% |
08/07/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 844,183 CHF | 847,183 CHF | 100.00% | 100.00% |
05/07/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 851,622 CHF | 854,622 CHF | 100.00% | 100.00% |
04/07/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 857,684 CHF | 860,684 CHF | 100.00% | 100.00% |
03/07/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 864,084 CHF | 867,084 CHF | 99.33% | 99.33% |
02/07/2024 | 0.34% | 2.89 CHF | 2.90 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 868,253 CHF | 871,253 CHF | 99.62% | 99.62% |