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 | 0.46% | 2.16 CHF | 2.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 979,777 CHF | 328,092 CHF | 98.52% | 98.52% |
12/07/2024 | 0.47% | 2.24 CHF | 2.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 959,534 CHF | 321,345 CHF | 98.79% | 98.79% |
11/07/2024 | 0.49% | 2.09 CHF | 2.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 923,996 CHF | 309,499 CHF | 98.61% | 98.61% |
10/07/2024 | 0.50% | 2.04 CHF | 2.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 896,476 CHF | 300,325 CHF | 98.82% | 98.82% |
09/07/2024 | 0.50% | 1.94 CHF | 1.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 896,611 CHF | 300,370 CHF | 98.74% | 98.74% |
08/07/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 928,902 CHF | 311,134 CHF | 98.75% | 98.75% |
05/07/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 944,834 CHF | 316,445 CHF | 98.73% | 98.73% |
04/07/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 923,260 CHF | 309,253 CHF | 98.70% | 98.70% |
03/07/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 910,285 CHF | 304,928 CHF | 98.82% | 98.82% |
02/07/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 898,486 CHF | 300,996 CHF | 98.79% | 98.79% |