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 | 0.47% | 2.05 CHF | 2.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 423,816 CHF | 425,816 CHF | 99.08% | 99.08% |
12/07/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 426,540 CHF | 428,540 CHF | 98.97% | 98.97% |
11/07/2024 | 0.47% | 2.07 CHF | 2.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 427,588 CHF | 429,588 CHF | 99.10% | 99.10% |
10/07/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 429,291 CHF | 431,291 CHF | 94.89% | 94.89% |
09/07/2024 | 0.47% | 2.20 CHF | 2.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 424,740 CHF | 426,740 CHF | 99.45% | 99.45% |
08/07/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 411,555 CHF | 413,555 CHF | 99.81% | 99.81% |
05/07/2024 | 0.49% | 1.97 CHF | 1.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 409,692 CHF | 411,692 CHF | 99.59% | 99.59% |
04/07/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 413,618 CHF | 415,618 CHF | 99.81% | 99.81% |
03/07/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 424,225 CHF | 426,225 CHF | 99.10% | 99.10% |
02/07/2024 | 0.46% | 2.11 CHF | 2.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 435,223 CHF | 437,223 CHF | 99.81% | 99.81% |