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% | 2.00 CHF | 2.01 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 490,788 CHF | 197,315 CHF | 99.17% | 99.17% |
12/07/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 487,846 CHF | 196,138 CHF | 99.16% | 99.16% |
11/07/2024 | 0.51% | 1.91 CHF | 1.92 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 485,845 CHF | 195,338 CHF | 99.16% | 99.16% |
10/07/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 493,860 CHF | 198,544 CHF | 99.16% | 99.16% |
09/07/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 486,480 CHF | 195,592 CHF | 99.17% | 99.17% |
08/07/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 481,139 CHF | 193,456 CHF | 99.16% | 99.16% |
05/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 478,081 CHF | 192,233 CHF | 99.15% | 99.15% |
04/07/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 491,514 CHF | 197,606 CHF | 99.17% | 99.17% |
03/07/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 508,225 CHF | 204,290 CHF | 99.16% | 99.16% |
02/07/2024 | 0.47% | 2.07 CHF | 2.08 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 525,542 CHF | 211,217 CHF | 99.16% | 99.16% |