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 | 0.70% | 2.84 CHF | 2.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 567,147 CHF | 571,147 CHF | 99.01% | 99.01% |
12/07/2024 | 0.71% | 2.82 CHF | 2.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 564,184 CHF | 568,184 CHF | 74.82% | 74.82% |
11/07/2024 | 0.71% | 2.76 CHF | 2.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 560,964 CHF | 564,964 CHF | 69.40% | 69.40% |
10/07/2024 | 0.71% | 2.81 CHF | 2.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 559,702 CHF | 563,702 CHF | 94.90% | 94.90% |
09/07/2024 | 0.72% | 2.82 CHF | 2.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 551,844 CHF | 555,844 CHF | 99.44% | 99.44% |
08/07/2024 | 0.72% | 2.74 CHF | 2.76 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 551,038 CHF | 555,038 CHF | 99.81% | 99.81% |
05/07/2024 | 0.73% | 2.73 CHF | 2.75 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 545,697 CHF | 549,697 CHF | 99.67% | 99.67% |
04/07/2024 | 0.73% | 2.75 CHF | 2.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 549,568 CHF | 553,568 CHF | 99.81% | 99.81% |
03/07/2024 | 0.73% | 2.71 CHF | 2.73 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 546,050 CHF | 550,050 CHF | 99.10% | 99.10% |
02/07/2024 | 0.71% | 2.77 CHF | 2.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 562,099 CHF | 566,099 CHF | 99.81% | 99.81% |