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 | 0.41% | 2.51 CHF | 2.52 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 737,150 CHF | 740,150 CHF | 98.98% | 98.98% |
12/07/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 742,226 CHF | 745,226 CHF | 74.82% | 74.82% |
11/07/2024 | 0.39% | 2.51 CHF | 2.52 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 758,876 CHF | 761,876 CHF | 64.98% | 64.98% |
10/07/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 757,681 CHF | 760,681 CHF | 94.89% | 94.89% |
09/07/2024 | 0.39% | 2.45 CHF | 2.46 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 758,822 CHF | 761,822 CHF | 99.45% | 99.45% |
08/07/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 759,556 CHF | 762,556 CHF | 99.81% | 99.81% |
05/07/2024 | 0.41% | 2.57 CHF | 2.58 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 736,850 CHF | 739,850 CHF | 74.22% | 74.22% |
04/07/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 720,867 CHF | 723,867 CHF | 99.81% | 99.81% |
03/07/2024 | 0.42% | 2.44 CHF | 2.45 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 714,219 CHF | 717,219 CHF | 99.09% | 99.09% |
02/07/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 658,465 CHF | 661,465 CHF | 99.81% | 99.81% |