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 | 0.35% | 2.87 CHF | 2.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 857,996 CHF | 286,999 CHF | 99.09% | 99.09% |
12/07/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 862,150 CHF | 288,383 CHF | 99.27% | 99.27% |
11/07/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 848,618 CHF | 283,873 CHF | 98.67% | 98.67% |
10/07/2024 | 0.36% | 2.82 CHF | 2.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 841,875 CHF | 281,625 CHF | 99.20% | 99.20% |
09/07/2024 | 0.36% | 2.73 CHF | 2.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 830,972 CHF | 277,991 CHF | 99.23% | 99.23% |
08/07/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 856,003 CHF | 286,334 CHF | 99.23% | 99.23% |
05/07/2024 | 0.35% | 2.81 CHF | 2.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 855,640 CHF | 286,213 CHF | 99.23% | 99.23% |
04/07/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 863,295 CHF | 288,765 CHF | 99.01% | 99.01% |
03/07/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 826,624 CHF | 276,541 CHF | 98.84% | 98.84% |
02/07/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 781,908 CHF | 261,636 CHF | 99.23% | 99.23% |