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 | 0.37% | 2.76 CHF | 2.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 272,322 CHF | 273,322 CHF | 99.04% | 99.04% |
12/07/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 268,528 CHF | 269,528 CHF | 98.83% | 98.83% |
11/07/2024 | 0.36% | 2.73 CHF | 2.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 274,822 CHF | 275,822 CHF | 97.87% | 97.87% |
10/07/2024 | 0.36% | 2.71 CHF | 2.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 276,919 CHF | 277,919 CHF | 95.14% | 95.14% |
09/07/2024 | 0.35% | 2.76 CHF | 2.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 284,716 CHF | 285,716 CHF | 98.70% | 98.70% |
08/07/2024 | 0.35% | 2.77 CHF | 2.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 285,136 CHF | 286,136 CHF | 98.58% | 98.58% |
05/07/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 282,150 CHF | 283,150 CHF | 99.18% | 99.18% |
04/07/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 282,792 CHF | 283,792 CHF | 99.18% | 99.18% |
03/07/2024 | 0.35% | 2.78 CHF | 2.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 281,243 CHF | 282,243 CHF | 98.46% | 98.46% |
02/07/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 273,930 CHF | 274,930 CHF | 98.88% | 98.88% |