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 | 0.42% | 2.37 CHF | 2.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 600,482 CHF | 241,193 CHF | 99.17% | 99.17% |
12/07/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 588,186 CHF | 236,274 CHF | 99.17% | 99.17% |
11/07/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 613,414 CHF | 246,365 CHF | 99.16% | 99.16% |
10/07/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 602,781 CHF | 242,113 CHF | 99.16% | 99.16% |
09/07/2024 | 0.41% | 2.36 CHF | 2.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 605,102 CHF | 243,041 CHF | 99.17% | 99.17% |
08/07/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 600,339 CHF | 241,136 CHF | 99.15% | 99.15% |
05/07/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 642,920 CHF | 258,168 CHF | 99.16% | 99.16% |
04/07/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 667,601 CHF | 268,040 CHF | 99.17% | 99.17% |
03/07/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 663,705 CHF | 266,482 CHF | 99.17% | 99.17% |
02/07/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 637,864 CHF | 256,146 CHF | 99.16% | 99.16% |