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 | 0.49% | 2.08 CHF | 2.09 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 924,058 CHF | 206,346 CHF | 99.17% | 99.17% |
12/07/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 920,846 CHF | 205,632 CHF | 99.17% | 99.17% |
11/07/2024 | 0.48% | 2.02 CHF | 2.03 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 934,491 CHF | 208,665 CHF | 99.17% | 99.17% |
10/07/2024 | 0.46% | 2.14 CHF | 2.15 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 978,878 CHF | 218,528 CHF | 99.16% | 99.16% |
09/07/2024 | 0.47% | 2.19 CHF | 2.20 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 956,195 CHF | 213,488 CHF | 99.17% | 99.17% |
08/07/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 992,058 CHF | 221,457 CHF | 99.16% | 99.16% |
05/07/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 993,818 CHF | 221,848 CHF | 99.15% | 99.15% |
04/07/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,006,130 CHF | 224,585 CHF | 99.17% | 99.17% |
03/07/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,016,050 CHF | 226,789 CHF | 99.17% | 99.17% |
02/07/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,093,470 CHF | 243,994 CHF | 99.16% | 99.16% |