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 | 0.40% | 2.50 CHF | 2.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 747,832 CHF | 250,277 CHF | 99.16% | 99.16% |
12/07/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 758,718 CHF | 253,906 CHF | 99.24% | 99.24% |
11/07/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 735,137 CHF | 246,046 CHF | 99.23% | 99.23% |
10/07/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 743,173 CHF | 248,724 CHF | 99.24% | 99.24% |
09/07/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 750,453 CHF | 251,151 CHF | 99.24% | 99.24% |
08/07/2024 | 0.37% | 2.64 CHF | 2.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 799,195 CHF | 267,398 CHF | 99.24% | 99.24% |
05/07/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 813,418 CHF | 272,139 CHF | 99.23% | 99.23% |
04/07/2024 | 0.37% | 2.74 CHF | 2.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 811,377 CHF | 271,459 CHF | 99.23% | 99.23% |
03/07/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 790,442 CHF | 264,480 CHF | 99.24% | 99.24% |
02/07/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 768,774 CHF | 257,258 CHF | 99.24% | 99.24% |