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% | 2.89 CHF | 2.90 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 851,113 CHF | 854,113 CHF | 98.99% | 98.99% |
12/07/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 856,268 CHF | 859,268 CHF | 74.82% | 74.82% |
11/07/2024 | 0.34% | 2.89 CHF | 2.90 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 873,230 CHF | 876,230 CHF | 64.97% | 64.97% |
10/07/2024 | 0.34% | 2.89 CHF | 2.90 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 871,950 CHF | 874,950 CHF | 94.89% | 94.89% |
09/07/2024 | 0.34% | 2.83 CHF | 2.84 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 873,066 CHF | 876,066 CHF | 99.44% | 99.44% |
08/07/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 873,522 CHF | 876,522 CHF | 99.81% | 99.81% |
05/07/2024 | 0.35% | 2.95 CHF | 2.96 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 851,102 CHF | 854,102 CHF | 74.23% | 74.23% |
04/07/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 835,390 CHF | 838,390 CHF | 99.81% | 99.81% |
03/07/2024 | 0.36% | 2.82 CHF | 2.83 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 828,876 CHF | 831,876 CHF | 99.09% | 99.09% |
02/07/2024 | 0.39% | 2.64 CHF | 2.65 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 773,410 CHF | 776,410 CHF | 99.78% | 99.78% |