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% | 2.85 CHF | 2.86 CHF | 75,000 | 75,000 | 54,515 | 54,515 | 156,770 CHF | 157,474 CHF | 99.72% | 99.72% |
12/07/2024 | 0.71% | 2.87 CHF | 2.89 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 104,987 CHF | 105,737 CHF | 99.01% | 99.01% |
11/07/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 206,699 CHF | 207,449 CHF | 99.07% | 99.07% |
10/07/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 202,479 CHF | 203,229 CHF | 100.00% | 100.00% |
09/07/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 201,068 CHF | 201,818 CHF | 99.62% | 99.62% |
08/07/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 200,113 CHF | 200,863 CHF | 100.00% | 100.00% |
05/07/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 202,417 CHF | 203,167 CHF | 98.86% | 98.86% |
04/07/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 197,132 CHF | 197,882 CHF | 100.00% | 100.00% |
03/07/2024 | 0.40% | 2.56 CHF | 2.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 187,804 CHF | 188,554 CHF | 99.82% | 99.82% |
02/07/2024 | 0.41% | 2.49 CHF | 2.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 181,205 CHF | 181,955 CHF | 98.76% | 98.76% |