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 | 489,478 CHF | 196,791 CHF | 99.37% | 99.37% |
12/07/2024 | 0.51% | 1.92 CHF | 1.93 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 490,190 CHF | 197,076 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 500,399 CHF | 201,160 CHF | 99.37% | 99.37% |
10/07/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 521,743 CHF | 209,697 CHF | 99.36% | 99.36% |
09/07/2024 | 0.49% | 2.09 CHF | 2.10 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 513,351 CHF | 206,340 CHF | 99.38% | 99.38% |
08/07/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 513,455 CHF | 206,382 CHF | 99.38% | 99.38% |
05/07/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 505,943 CHF | 203,377 CHF | 99.14% | 99.14% |
04/07/2024 | 0.48% | 2.02 CHF | 2.03 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 515,637 CHF | 207,255 CHF | 99.38% | 99.38% |
03/07/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 523,343 CHF | 210,337 CHF | 99.38% | 99.38% |
02/07/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 545,649 CHF | 219,260 CHF | 99.38% | 99.38% |