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 | 0.44% | 2.29 CHF | 2.30 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 566,940 CHF | 170,832 CHF | 98.97% | 98.97% |
12/07/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 568,939 CHF | 171,432 CHF | 98.70% | 98.70% |
11/07/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 550,775 CHF | 165,982 CHF | 98.89% | 98.89% |
10/07/2024 | 0.46% | 2.24 CHF | 2.25 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 543,135 CHF | 163,691 CHF | 98.91% | 98.91% |
09/07/2024 | 0.46% | 2.13 CHF | 2.13 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 536,448 CHF | 161,684 CHF | 98.92% | 98.92% |
08/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 594,619 CHF | 179,136 CHF | 98.92% | 98.92% |
05/07/2024 | 0.41% | 2.37 CHF | 2.38 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 604,498 CHF | 182,099 CHF | 98.67% | 98.67% |
04/07/2024 | 0.41% | 2.42 CHF | 2.42 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 602,072 CHF | 181,371 CHF | 98.84% | 98.84% |
03/07/2024 | 0.42% | 2.38 CHF | 2.38 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 590,136 CHF | 177,791 CHF | 98.88% | 98.88% |
02/07/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 566,474 CHF | 170,692 CHF | 98.85% | 98.85% |