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 | 0.50% | 2.70 CHF | 2.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 276,444 CHF | 277,816 CHF | 98.08% | 98.08% |
12/07/2024 | 0.51% | 2.73 CHF | 2.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 273,695 CHF | 275,092 CHF | 99.32% | 99.32% |
11/07/2024 | 0.52% | 2.73 CHF | 2.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 277,067 CHF | 278,509 CHF | 98.47% | 98.47% |
10/07/2024 | 0.50% | 2.69 CHF | 2.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 266,119 CHF | 267,462 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 2.62 CHF | 2.63 CHF | 100,000 | 100,000 | 59,267 | 59,267 | 156,054 CHF | 157,261 CHF | 99.90% | 99.90% |
08/07/2024 | 0.55% | 2.61 CHF | 2.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 259,247 CHF | 260,690 CHF | 100.00% | 100.00% |
05/07/2024 | 0.55% | 2.52 CHF | 2.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 254,865 CHF | 256,268 CHF | 99.53% | 99.53% |
04/07/2024 | 0.53% | 2.62 CHF | 2.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 261,751 CHF | 263,136 CHF | 100.00% | 100.00% |
03/07/2024 | 0.59% | 2.56 CHF | 2.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 255,676 CHF | 257,184 CHF | 99.72% | 99.72% |
02/07/2024 | 0.51% | 2.64 CHF | 2.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 263,731 CHF | 265,085 CHF | 99.93% | 99.93% |