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 | 0.51% | 1.99 CHF | 2.00 CHF | 200,000 | 200,000 | 198,134 | 195,821 | 394,811 CHF | 392,158 CHF | 99.82% | 99.96% |
12/07/2024 | 0.49% | 1.99 CHF | 2.00 CHF | 200,000 | 200,000 | 198,675 | 197,624 | 403,598 CHF | 403,461 CHF | 98.83% | 99.95% |
11/07/2024 | 0.48% | 2.02 CHF | 2.03 CHF | 200,000 | 200,000 | 198,569 | 197,995 | 420,193 CHF | 420,963 CHF | 95.19% | 96.52% |
10/07/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 200,000 | 200,000 | 198,146 | 196,332 | 426,845 CHF | 424,893 CHF | 99.50% | 99.93% |
09/07/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 200,000 | 200,000 | 198,576 | 197,168 | 424,130 CHF | 423,093 CHF | 98.79% | 99.92% |
08/07/2024 | 0.48% | 2.12 CHF | 2.13 CHF | 200,000 | 200,000 | 198,143 | 196,382 | 420,419 CHF | 418,653 CHF | 99.47% | 99.93% |
05/07/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 200,000 | 200,000 | 198,851 | 198,033 | 422,822 CHF | 423,063 CHF | 98.59% | 99.88% |
04/07/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 200,000 | 200,000 | 198,137 | 196,925 | 424,988 CHF | 424,364 CHF | 99.17% | 99.91% |
03/07/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 200,000 | 200,000 | 197,908 | 195,455 | 430,946 CHF | 427,566 CHF | 88.19% | 99.80% |
02/07/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 200,000 | 200,000 | 198,140 | 196,676 | 429,834 CHF | 428,627 CHF | 99.24% | 99.90% |