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 | 0.38% | 2.65 CHF | 2.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 790,648 CHF | 264,549 CHF | 99.09% | 99.09% |
12/07/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 794,923 CHF | 265,974 CHF | 99.27% | 99.27% |
11/07/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 781,340 CHF | 261,447 CHF | 98.67% | 98.67% |
10/07/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 774,796 CHF | 259,265 CHF | 99.20% | 99.20% |
09/07/2024 | 0.39% | 2.51 CHF | 2.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 763,986 CHF | 255,662 CHF | 99.24% | 99.24% |
08/07/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 789,142 CHF | 264,047 CHF | 99.23% | 99.23% |
05/07/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 788,494 CHF | 263,831 CHF | 99.23% | 99.23% |
04/07/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 796,312 CHF | 266,437 CHF | 99.01% | 99.01% |
03/07/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 759,577 CHF | 254,192 CHF | 98.84% | 98.84% |
02/07/2024 | 0.42% | 2.44 CHF | 2.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 715,131 CHF | 239,377 CHF | 99.24% | 99.24% |