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 | 0.81% | 2.56 CHF | 2.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 197,722 CHF | 199,328 CHF | 95.21% | 95.21% |
12/07/2024 | 0.80% | 2.63 CHF | 2.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 198,413 CHF | 200,008 CHF | 99.01% | 99.01% |
11/07/2024 | 0.80% | 2.56 CHF | 2.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 195,379 CHF | 196,953 CHF | 90.00% | 90.00% |
10/07/2024 | 0.85% | 2.49 CHF | 2.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 182,223 CHF | 183,778 CHF | 100.00% | 100.00% |
09/07/2024 | 0.85% | 2.42 CHF | 2.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 183,403 CHF | 184,972 CHF | 100.00% | 100.00% |
08/07/2024 | 0.84% | 2.43 CHF | 2.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 181,335 CHF | 182,872 CHF | 99.71% | 99.71% |
05/07/2024 | 0.85% | 2.38 CHF | 2.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 181,183 CHF | 182,732 CHF | 98.81% | 98.81% |
04/07/2024 | 0.86% | 2.43 CHF | 2.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 180,289 CHF | 181,848 CHF | 100.00% | 100.00% |
03/07/2024 | 0.88% | 2.34 CHF | 2.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 175,995 CHF | 177,551 CHF | 99.73% | 99.73% |
02/07/2024 | 0.88% | 2.35 CHF | 2.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 174,091 CHF | 175,633 CHF | 100.00% | 100.00% |