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 | 0.42% | 2.42 CHF | 2.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 235,427 CHF | 236,427 CHF | 99.68% | 99.68% |
12/07/2024 | 0.42% | 2.33 CHF | 2.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 235,952 CHF | 236,952 CHF | 98.31% | 98.31% |
11/07/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 241,050 CHF | 242,050 CHF | 94.78% | 94.78% |
10/07/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 244,548 CHF | 245,548 CHF | 100.00% | 100.00% |
09/07/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 242,463 CHF | 243,463 CHF | 100.00% | 100.00% |
08/07/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 244,374 CHF | 245,374 CHF | 99.38% | 99.38% |
05/07/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 244,596 CHF | 245,596 CHF | 99.62% | 99.62% |
04/07/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 244,085 CHF | 245,085 CHF | 98.75% | 98.75% |
03/07/2024 | 0.40% | 2.45 CHF | 2.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 247,064 CHF | 248,064 CHF | 99.71% | 99.71% |
02/07/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 251,422 CHF | 252,422 CHF | 100.00% | 100.00% |