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 | 0.38% | 2.69 CHF | 2.70 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 788,331 CHF | 791,331 CHF | 99.04% | 99.04% |
12/07/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 793,432 CHF | 796,432 CHF | 74.81% | 74.81% |
11/07/2024 | 0.37% | 2.83 CHF | 2.84 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 812,294 CHF | 815,294 CHF | 69.41% | 69.41% |
10/07/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 808,942 CHF | 811,942 CHF | 94.89% | 94.89% |
09/07/2024 | 0.37% | 2.62 CHF | 2.63 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 810,084 CHF | 813,084 CHF | 99.44% | 99.44% |
08/07/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 810,719 CHF | 813,719 CHF | 99.81% | 99.81% |
05/07/2024 | 0.38% | 2.74 CHF | 2.75 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 788,162 CHF | 791,162 CHF | 74.23% | 74.23% |
04/07/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 772,295 CHF | 775,295 CHF | 99.81% | 99.81% |
03/07/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 765,676 CHF | 768,676 CHF | 99.09% | 99.09% |
02/07/2024 | 0.42% | 2.43 CHF | 2.44 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 710,060 CHF | 713,060 CHF | 99.81% | 99.81% |