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 | 0.42% | 2.40 CHF | 2.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 599,521 CHF | 240,808 CHF | 99.37% | 99.37% |
12/07/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 620,293 CHF | 249,117 CHF | 99.38% | 99.38% |
11/07/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 633,059 CHF | 254,224 CHF | 99.37% | 99.37% |
10/07/2024 | 0.38% | 2.57 CHF | 2.58 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 657,257 CHF | 263,903 CHF | 99.36% | 99.36% |
09/07/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 664,475 CHF | 266,790 CHF | 99.38% | 99.38% |
08/07/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 673,930 CHF | 270,572 CHF | 99.37% | 99.37% |
05/07/2024 | 0.38% | 2.70 CHF | 2.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 665,241 CHF | 267,096 CHF | 99.14% | 99.14% |
04/07/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 681,286 CHF | 273,514 CHF | 99.38% | 99.38% |
03/07/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 656,168 CHF | 263,467 CHF | 99.38% | 99.38% |
02/07/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 652,231 CHF | 261,892 CHF | 99.38% | 99.38% |