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 | 0.37% | 2.72 CHF | 2.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 813,888 CHF | 272,296 CHF | 99.16% | 99.16% |
12/07/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 824,731 CHF | 275,910 CHF | 99.24% | 99.24% |
11/07/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 801,104 CHF | 268,035 CHF | 99.23% | 99.23% |
10/07/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 809,108 CHF | 270,703 CHF | 99.23% | 99.23% |
09/07/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 816,362 CHF | 273,121 CHF | 99.23% | 99.23% |
08/07/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 864,898 CHF | 289,299 CHF | 99.24% | 99.24% |
05/07/2024 | 0.34% | 2.89 CHF | 2.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 879,288 CHF | 294,096 CHF | 99.23% | 99.23% |
04/07/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 877,162 CHF | 293,387 CHF | 99.23% | 99.23% |
03/07/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 856,184 CHF | 286,395 CHF | 99.24% | 99.24% |
02/07/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 834,299 CHF | 279,100 CHF | 99.23% | 99.23% |