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 | 0.87% | 2.29 CHF | 2.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 457,478 CHF | 461,478 CHF | 98.95% | 98.95% |
12/07/2024 | 0.88% | 2.27 CHF | 2.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 454,595 CHF | 458,595 CHF | 74.83% | 74.83% |
11/07/2024 | 0.88% | 2.26 CHF | 2.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 451,452 CHF | 455,452 CHF | 64.98% | 64.98% |
10/07/2024 | 0.89% | 2.26 CHF | 2.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 449,692 CHF | 453,692 CHF | 94.90% | 94.90% |
09/07/2024 | 0.90% | 2.27 CHF | 2.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 441,848 CHF | 445,848 CHF | 99.44% | 99.44% |
08/07/2024 | 0.90% | 2.19 CHF | 2.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 441,325 CHF | 445,325 CHF | 99.81% | 99.81% |
05/07/2024 | 0.91% | 2.18 CHF | 2.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 435,638 CHF | 439,638 CHF | 99.62% | 99.62% |
04/07/2024 | 0.91% | 2.20 CHF | 2.22 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 439,278 CHF | 443,278 CHF | 99.81% | 99.81% |
03/07/2024 | 0.91% | 2.15 CHF | 2.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 435,444 CHF | 439,444 CHF | 99.10% | 99.10% |
02/07/2024 | 0.88% | 2.21 CHF | 2.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 451,511 CHF | 455,511 CHF | 99.81% | 99.81% |