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% | 2.02 CHF | 2.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 607,722 CHF | 203,574 CHF | 99.17% | 99.17% |
12/07/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 600,303 CHF | 201,101 CHF | 85.84% | 85.84% |
11/07/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 593,186 CHF | 198,729 CHF | 99.23% | 99.23% |
10/07/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 540,538 CHF | 181,179 CHF | 99.24% | 99.24% |
09/07/2024 | 0.54% | 1.80 CHF | 1.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 559,135 CHF | 187,378 CHF | 99.24% | 99.24% |
08/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 562,064 CHF | 188,355 CHF | 99.23% | 99.23% |
05/07/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 575,234 CHF | 192,745 CHF | 93.19% | 93.19% |
04/07/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 583,675 CHF | 195,558 CHF | 97.33% | 97.33% |
03/07/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 572,286 CHF | 191,762 CHF | 99.23% | 99.23% |
02/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 562,109 CHF | 188,370 CHF | 97.30% | 97.30% |