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 | 0.43% | 2.39 CHF | 2.40 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 582,772 CHF | 234,109 CHF | 99.17% | 99.17% |
12/07/2024 | 0.42% | 2.32 CHF | 2.33 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 590,827 CHF | 237,331 CHF | 99.17% | 99.17% |
11/07/2024 | 0.42% | 2.32 CHF | 2.33 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 591,402 CHF | 237,561 CHF | 99.16% | 99.16% |
10/07/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 607,795 CHF | 244,118 CHF | 99.16% | 99.16% |
09/07/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 602,911 CHF | 242,164 CHF | 99.17% | 99.17% |
08/07/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 590,815 CHF | 237,326 CHF | 99.16% | 99.16% |
05/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 589,573 CHF | 236,829 CHF | 99.16% | 99.16% |
04/07/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 564,360 CHF | 226,744 CHF | 99.17% | 99.17% |
03/07/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 576,466 CHF | 231,586 CHF | 99.17% | 99.17% |
02/07/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 585,495 CHF | 235,198 CHF | 99.16% | 99.16% |