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 | 0.41% | 2.45 CHF | 2.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 487,846 CHF | 489,846 CHF | 100.00% | 100.00% |
12/07/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 485,701 CHF | 487,701 CHF | 99.77% | 99.77% |
11/07/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 477,383 CHF | 479,383 CHF | 100.00% | 100.00% |
10/07/2024 | 0.43% | 2.38 CHF | 2.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 466,966 CHF | 468,966 CHF | 94.70% | 94.70% |
09/07/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 465,414 CHF | 467,414 CHF | 99.67% | 99.67% |
08/07/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 463,748 CHF | 465,748 CHF | 100.00% | 100.00% |
05/07/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 463,156 CHF | 465,156 CHF | 100.00% | 100.00% |
04/07/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 462,462 CHF | 464,462 CHF | 100.00% | 100.00% |
03/07/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 460,891 CHF | 462,891 CHF | 99.33% | 99.33% |
02/07/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 452,285 CHF | 454,285 CHF | 99.62% | 99.62% |