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 | 0.42% | 2.42 CHF | 2.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 238,723 CHF | 239,723 CHF | 99.05% | 99.05% |
12/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 235,001 CHF | 236,001 CHF | 98.82% | 98.82% |
11/07/2024 | 0.41% | 2.40 CHF | 2.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 241,172 CHF | 242,172 CHF | 97.86% | 97.86% |
10/07/2024 | 0.41% | 2.37 CHF | 2.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 243,319 CHF | 244,319 CHF | 95.13% | 95.13% |
09/07/2024 | 0.40% | 2.43 CHF | 2.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 251,148 CHF | 252,148 CHF | 98.70% | 98.70% |
08/07/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 100,000 | 99,500 | 100,000 | 100,000 | 253,599 CHF | 254,599 CHF | 51.71% | 51.71% |
05/07/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 248,522 CHF | 249,522 CHF | 99.18% | 99.18% |
04/07/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 249,148 CHF | 250,148 CHF | 99.17% | 99.17% |
03/07/2024 | 0.40% | 2.45 CHF | 2.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 247,448 CHF | 248,448 CHF | 98.46% | 98.46% |
02/07/2024 | 0.42% | 2.45 CHF | 2.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 240,116 CHF | 241,116 CHF | 98.86% | 98.86% |