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 | 0.80% | 2.50 CHF | 2.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 499,412 CHF | 503,412 CHF | 99.06% | 99.06% |
12/07/2024 | 0.80% | 2.48 CHF | 2.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 496,530 CHF | 500,530 CHF | 74.82% | 74.82% |
11/07/2024 | 0.81% | 2.43 CHF | 2.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 493,011 CHF | 497,011 CHF | 69.41% | 69.41% |
10/07/2024 | 0.81% | 2.47 CHF | 2.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 491,750 CHF | 495,750 CHF | 94.90% | 94.90% |
09/07/2024 | 0.82% | 2.48 CHF | 2.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 483,935 CHF | 487,935 CHF | 99.45% | 99.45% |
08/07/2024 | 0.82% | 2.40 CHF | 2.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 483,305 CHF | 487,305 CHF | 99.81% | 99.81% |
05/07/2024 | 0.83% | 2.39 CHF | 2.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 477,753 CHF | 481,753 CHF | 99.67% | 99.67% |
04/07/2024 | 0.83% | 2.41 CHF | 2.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 481,497 CHF | 485,497 CHF | 99.81% | 99.81% |
03/07/2024 | 0.83% | 2.36 CHF | 2.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 477,761 CHF | 481,761 CHF | 99.10% | 99.10% |
02/07/2024 | 0.81% | 2.42 CHF | 2.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 493,829 CHF | 497,829 CHF | 99.81% | 99.81% |