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 | 0.47% | 2.12 CHF | 2.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 950,553 CHF | 318,351 CHF | 99.17% | 99.17% |
12/07/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 956,890 CHF | 320,463 CHF | 99.24% | 99.24% |
11/07/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 951,651 CHF | 318,717 CHF | 99.23% | 99.23% |
10/07/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 949,919 CHF | 318,140 CHF | 99.24% | 99.24% |
09/07/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 949,554 CHF | 318,018 CHF | 99.24% | 99.24% |
08/07/2024 | 0.47% | 2.13 CHF | 2.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 955,783 CHF | 320,094 CHF | 99.24% | 99.24% |
05/07/2024 | 0.45% | 2.17 CHF | 2.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 995,885 CHF | 333,462 CHF | 99.23% | 99.23% |
04/07/2024 | 0.45% | 2.27 CHF | 2.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,004,180 CHF | 336,227 CHF | 99.23% | 99.23% |
03/07/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 977,625 CHF | 327,375 CHF | 99.23% | 99.23% |
02/07/2024 | 0.45% | 2.19 CHF | 2.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 991,575 CHF | 332,025 CHF | 99.23% | 99.23% |