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 | 0.43% | 2.25 CHF | 2.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 575,161 CHF | 231,064 CHF | 99.37% | 99.37% |
12/07/2024 | 0.44% | 2.34 CHF | 2.35 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 569,985 CHF | 228,994 CHF | 99.38% | 99.38% |
11/07/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 550,196 CHF | 221,078 CHF | 99.38% | 99.38% |
10/07/2024 | 0.46% | 2.21 CHF | 2.22 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 545,093 CHF | 219,037 CHF | 99.36% | 99.36% |
09/07/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 551,858 CHF | 221,743 CHF | 99.38% | 99.38% |
08/07/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 554,224 CHF | 222,689 CHF | 99.38% | 99.38% |
05/07/2024 | 0.44% | 2.21 CHF | 2.22 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 561,010 CHF | 225,404 CHF | 99.14% | 99.14% |
04/07/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 549,700 CHF | 220,880 CHF | 99.38% | 99.38% |
03/07/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 547,405 CHF | 219,962 CHF | 99.38% | 99.38% |
02/07/2024 | 0.47% | 2.17 CHF | 2.18 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 532,349 CHF | 213,940 CHF | 99.37% | 99.37% |