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 | 0.40% | 2.47 CHF | 2.48 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 618,846 CHF | 248,538 CHF | 99.37% | 99.37% |
12/07/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 639,766 CHF | 256,906 CHF | 99.38% | 99.38% |
11/07/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 652,509 CHF | 262,004 CHF | 99.38% | 99.38% |
10/07/2024 | 0.37% | 2.65 CHF | 2.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 676,525 CHF | 271,610 CHF | 99.36% | 99.36% |
09/07/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 684,010 CHF | 274,604 CHF | 99.38% | 99.38% |
08/07/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 693,332 CHF | 278,333 CHF | 99.38% | 99.38% |
05/07/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 684,912 CHF | 274,965 CHF | 99.14% | 99.14% |
04/07/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 700,691 CHF | 281,276 CHF | 99.38% | 99.38% |
03/07/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 675,736 CHF | 271,294 CHF | 99.38% | 99.38% |
02/07/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 671,792 CHF | 269,717 CHF | 99.37% | 99.37% |