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 | 0.44% | 2.24 CHF | 2.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 225,361 CHF | 226,361 CHF | 100.00% | 100.00% |
12/07/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 220,767 CHF | 221,767 CHF | 98.99% | 98.99% |
11/07/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 221,349 CHF | 222,349 CHF | 99.07% | 99.07% |
10/07/2024 | 0.43% | 2.21 CHF | 2.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 229,532 CHF | 230,532 CHF | 99.85% | 99.85% |
09/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 234,947 CHF | 235,947 CHF | 100.00% | 100.00% |
08/07/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 232,534 CHF | 233,534 CHF | 100.00% | 100.00% |
05/07/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 235,754 CHF | 236,754 CHF | 99.27% | 99.27% |
04/07/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 239,992 CHF | 240,992 CHF | 100.00% | 100.00% |
03/07/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 240,409 CHF | 241,409 CHF | 99.51% | 99.51% |
02/07/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 239,787 CHF | 240,787 CHF | 99.97% | 99.97% |