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 | 0.46% | 2.22 CHF | 2.23 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 540,555 CHF | 217,222 CHF | 99.37% | 99.37% |
12/07/2024 | 0.46% | 2.12 CHF | 2.13 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 541,735 CHF | 217,694 CHF | 99.38% | 99.38% |
11/07/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 551,637 CHF | 221,655 CHF | 99.37% | 99.37% |
10/07/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 573,412 CHF | 230,365 CHF | 99.36% | 99.36% |
09/07/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 564,742 CHF | 226,897 CHF | 99.38% | 99.38% |
08/07/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 564,945 CHF | 226,978 CHF | 99.37% | 99.37% |
05/07/2024 | 0.45% | 2.27 CHF | 2.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 557,281 CHF | 223,912 CHF | 99.14% | 99.14% |
04/07/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 567,397 CHF | 227,959 CHF | 99.38% | 99.38% |
03/07/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 574,962 CHF | 230,985 CHF | 99.38% | 99.38% |
02/07/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 597,086 CHF | 239,834 CHF | 99.37% | 99.37% |