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 | 0.55% | 2.49 CHF | 2.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 255,576 CHF | 256,981 CHF | 98.07% | 98.07% |
12/07/2024 | 0.55% | 2.52 CHF | 2.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 252,756 CHF | 254,141 CHF | 99.32% | 99.32% |
11/07/2024 | 0.54% | 2.52 CHF | 2.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 256,194 CHF | 257,591 CHF | 99.05% | 99.05% |
10/07/2024 | 0.57% | 2.48 CHF | 2.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 245,230 CHF | 246,621 CHF | 100.00% | 100.00% |
09/07/2024 | 0.89% | 2.41 CHF | 2.42 CHF | 100,000 | 100,000 | 59,267 | 59,267 | 143,681 CHF | 144,888 CHF | 99.90% | 99.90% |
08/07/2024 | 0.66% | 2.40 CHF | 2.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 238,293 CHF | 239,859 CHF | 100.00% | 100.00% |
05/07/2024 | 0.60% | 2.31 CHF | 2.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 233,931 CHF | 235,329 CHF | 99.39% | 99.39% |
04/07/2024 | 0.65% | 2.41 CHF | 2.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 240,806 CHF | 242,373 CHF | 100.00% | 100.00% |
03/07/2024 | 0.57% | 2.36 CHF | 2.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 234,895 CHF | 236,242 CHF | 99.72% | 99.72% |
02/07/2024 | 0.61% | 2.43 CHF | 2.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 242,828 CHF | 244,307 CHF | 100.00% | 100.00% |