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 | 0.47% | 2.20 CHF | 2.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 212,812 CHF | 213,812 CHF | 99.68% | 99.68% |
12/07/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 213,339 CHF | 214,339 CHF | 98.32% | 98.32% |
11/07/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 218,338 CHF | 219,338 CHF | 99.16% | 99.16% |
10/07/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 221,910 CHF | 222,910 CHF | 100.00% | 100.00% |
09/07/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 219,813 CHF | 220,813 CHF | 100.00% | 100.00% |
08/07/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 221,694 CHF | 222,694 CHF | 99.38% | 99.38% |
05/07/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 221,949 CHF | 222,949 CHF | 99.62% | 99.62% |
04/07/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 221,488 CHF | 222,488 CHF | 98.75% | 98.75% |
03/07/2024 | 0.44% | 2.22 CHF | 2.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 224,418 CHF | 225,418 CHF | 99.71% | 99.71% |
02/07/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 228,792 CHF | 229,792 CHF | 99.97% | 99.97% |