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 | 0.44% | 2.28 CHF | 2.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 680,673 CHF | 227,891 CHF | 99.17% | 99.17% |
12/07/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 691,420 CHF | 231,473 CHF | 99.24% | 99.24% |
11/07/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 668,114 CHF | 223,705 CHF | 99.23% | 99.23% |
10/07/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 676,443 CHF | 226,481 CHF | 99.24% | 99.24% |
09/07/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 683,676 CHF | 228,892 CHF | 99.23% | 99.23% |
08/07/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 732,555 CHF | 245,185 CHF | 99.24% | 99.24% |
05/07/2024 | 0.40% | 2.45 CHF | 2.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 746,621 CHF | 249,874 CHF | 99.23% | 99.23% |
04/07/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 744,630 CHF | 249,210 CHF | 99.23% | 99.23% |
03/07/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 723,712 CHF | 242,237 CHF | 99.23% | 99.23% |
02/07/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 702,171 CHF | 235,057 CHF | 99.23% | 99.23% |