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% | 1.94 CHF | 1.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 593,019 CHF | 198,673 CHF | 99.39% | 99.39% |
12/07/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 631,473 CHF | 211,491 CHF | 99.42% | 99.42% |
11/07/2024 | 0.51% | 2.00 CHF | 2.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 586,828 CHF | 196,609 CHF | 98.07% | 98.07% |
10/07/2024 | 0.55% | 1.88 CHF | 1.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 545,800 CHF | 182,933 CHF | 98.90% | 98.90% |
09/07/2024 | 0.55% | 1.76 CHF | 1.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 547,468 CHF | 183,489 CHF | 99.42% | 99.42% |
08/07/2024 | 0.51% | 1.86 CHF | 1.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 591,279 CHF | 198,093 CHF | 99.42% | 99.42% |
05/07/2024 | 0.47% | 2.05 CHF | 2.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 630,928 CHF | 211,310 CHF | 99.15% | 99.15% |
04/07/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 624,751 CHF | 209,250 CHF | 99.39% | 99.39% |
03/07/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 624,650 CHF | 209,217 CHF | 99.42% | 99.42% |
02/07/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 590,501 CHF | 197,834 CHF | 99.31% | 99.31% |