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 | 0.51% | 2.02 CHF | 2.03 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 491,171 CHF | 197,468 CHF | 99.17% | 99.17% |
12/07/2024 | 0.50% | 1.95 CHF | 1.96 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 499,230 CHF | 200,692 CHF | 99.16% | 99.16% |
11/07/2024 | 0.50% | 1.96 CHF | 1.97 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 499,975 CHF | 200,990 CHF | 99.17% | 99.17% |
10/07/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 516,233 CHF | 207,493 CHF | 99.16% | 99.16% |
09/07/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 511,212 CHF | 205,485 CHF | 99.17% | 99.17% |
08/07/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 499,367 CHF | 200,747 CHF | 99.15% | 99.15% |
05/07/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 498,160 CHF | 200,264 CHF | 99.16% | 99.16% |
04/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 472,806 CHF | 190,122 CHF | 99.17% | 99.17% |
03/07/2024 | 0.51% | 1.92 CHF | 1.93 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 485,063 CHF | 195,025 CHF | 99.17% | 99.17% |
02/07/2024 | 0.50% | 1.94 CHF | 1.95 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 494,200 CHF | 198,680 CHF | 99.16% | 99.16% |