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 | 0.47% | 2.10 CHF | 2.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 160,617 CHF | 161,367 CHF | 99.66% | 99.66% |
12/07/2024 | 0.47% | 2.17 CHF | 2.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 159,605 CHF | 160,355 CHF | 99.01% | 99.01% |
11/07/2024 | 0.48% | 2.12 CHF | 2.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 154,856 CHF | 155,606 CHF | 98.38% | 98.38% |
10/07/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 148,040 CHF | 148,790 CHF | 100.00% | 100.00% |
09/07/2024 | 0.50% | 1.94 CHF | 1.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 149,008 CHF | 149,758 CHF | 100.00% | 100.00% |
08/07/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 149,131 CHF | 149,881 CHF | 100.00% | 100.00% |
05/07/2024 | 0.49% | 1.99 CHF | 2.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 152,222 CHF | 152,972 CHF | 98.96% | 98.96% |
04/07/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 150,527 CHF | 151,277 CHF | 100.00% | 100.00% |
03/07/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 148,470 CHF | 149,220 CHF | 99.96% | 99.96% |
02/07/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 141,974 CHF | 142,724 CHF | 100.00% | 100.00% |