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 | 0.45% | 2.22 CHF | 2.23 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 276,001 CHF | 277,251 CHF | 98.98% | 98.98% |
12/07/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 269,491 CHF | 270,741 CHF | 98.68% | 98.68% |
11/07/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 271,851 CHF | 273,101 CHF | 98.33% | 98.33% |
10/07/2024 | 0.46% | 2.07 CHF | 2.08 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 270,328 CHF | 271,578 CHF | 95.16% | 95.16% |
09/07/2024 | 0.44% | 2.17 CHF | 2.18 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 282,276 CHF | 283,526 CHF | 98.70% | 98.70% |
08/07/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 292,547 CHF | 293,797 CHF | 98.57% | 98.57% |
05/07/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 293,604 CHF | 294,854 CHF | 99.17% | 99.17% |
04/07/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 290,188 CHF | 291,438 CHF | 99.18% | 99.18% |
03/07/2024 | 0.44% | 2.33 CHF | 2.34 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 284,036 CHF | 285,286 CHF | 98.46% | 98.46% |
02/07/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 279,367 CHF | 280,617 CHF | 98.85% | 98.85% |