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 | 0.49% | 2.05 CHF | 2.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 611,895 CHF | 204,965 CHF | 99.17% | 99.17% |
12/07/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 622,803 CHF | 208,601 CHF | 99.24% | 99.24% |
11/07/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 599,534 CHF | 200,845 CHF | 99.23% | 99.23% |
10/07/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 608,009 CHF | 203,670 CHF | 99.24% | 99.24% |
09/07/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 615,236 CHF | 206,079 CHF | 99.23% | 99.23% |
08/07/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 664,163 CHF | 222,388 CHF | 99.23% | 99.23% |
05/07/2024 | 0.44% | 2.22 CHF | 2.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 678,174 CHF | 227,058 CHF | 99.23% | 99.23% |
04/07/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 676,067 CHF | 226,356 CHF | 99.23% | 99.23% |
03/07/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 655,274 CHF | 219,425 CHF | 99.23% | 99.23% |
02/07/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 634,094 CHF | 212,365 CHF | 99.23% | 99.23% |