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 | 0.62% | 2.22 CHF | 2.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 227,982 CHF | 229,390 CHF | 98.07% | 98.07% |
12/07/2024 | 0.62% | 2.24 CHF | 2.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 225,141 CHF | 226,549 CHF | 99.32% | 99.32% |
11/07/2024 | 0.60% | 2.24 CHF | 2.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 228,599 CHF | 229,978 CHF | 98.94% | 98.94% |
10/07/2024 | 0.69% | 2.21 CHF | 2.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 217,621 CHF | 219,119 CHF | 100.00% | 100.00% |
09/07/2024 | 1.08% | 2.13 CHF | 2.15 CHF | 100,000 | 100,000 | 59,267 | 59,267 | 127,293 CHF | 128,606 CHF | 99.90% | 99.90% |
08/07/2024 | 0.66% | 2.12 CHF | 2.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 210,859 CHF | 212,246 CHF | 100.00% | 100.00% |
05/07/2024 | 0.68% | 2.04 CHF | 2.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 206,330 CHF | 207,728 CHF | 99.00% | 99.00% |
04/07/2024 | 0.64% | 2.14 CHF | 2.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 213,373 CHF | 214,751 CHF | 100.00% | 100.00% |
03/07/2024 | 0.76% | 2.08 CHF | 2.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 207,242 CHF | 208,819 CHF | 99.72% | 99.72% |
02/07/2024 | 0.66% | 2.15 CHF | 2.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 215,307 CHF | 216,728 CHF | 100.00% | 100.00% |