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 | 0.36% | 2.80 CHF | 2.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 837,282 CHF | 280,094 CHF | 98.67% | 98.67% |
12/07/2024 | 0.35% | 2.81 CHF | 2.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 848,190 CHF | 283,730 CHF | 98.77% | 98.77% |
11/07/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 886,378 CHF | 296,459 CHF | 99.22% | 99.22% |
10/07/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 890,598 CHF | 297,866 CHF | 97.38% | 97.38% |
09/07/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 879,022 CHF | 294,007 CHF | 98.39% | 98.39% |
08/07/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 855,590 CHF | 286,197 CHF | 97.36% | 97.36% |
05/07/2024 | 0.36% | 2.84 CHF | 2.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 842,129 CHF | 281,710 CHF | 98.57% | 98.57% |
04/07/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 841,538 CHF | 281,513 CHF | 93.09% | 93.09% |
03/07/2024 | 0.35% | 2.81 CHF | 2.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 843,675 CHF | 282,225 CHF | 99.23% | 99.23% |
02/07/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 863,064 CHF | 288,688 CHF | 98.87% | 98.87% |