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 | 0.41% | 2.42 CHF | 2.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 722,258 CHF | 241,753 CHF | 98.68% | 98.68% |
12/07/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 733,056 CHF | 245,352 CHF | 98.76% | 98.76% |
11/07/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 771,630 CHF | 258,210 CHF | 99.22% | 99.22% |
10/07/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 775,918 CHF | 259,639 CHF | 97.38% | 97.38% |
09/07/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 764,434 CHF | 255,811 CHF | 98.39% | 98.39% |
08/07/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 740,942 CHF | 247,981 CHF | 97.36% | 97.36% |
05/07/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 727,517 CHF | 243,506 CHF | 98.57% | 98.57% |
04/07/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 726,897 CHF | 243,299 CHF | 93.09% | 93.09% |
03/07/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 728,878 CHF | 243,959 CHF | 99.23% | 99.23% |
02/07/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 748,882 CHF | 250,627 CHF | 98.87% | 98.87% |