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 | 0.49% | 2.00 CHF | 2.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 153,460 CHF | 154,210 CHF | 99.66% | 99.66% |
12/07/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 152,472 CHF | 153,222 CHF | 99.01% | 99.01% |
11/07/2024 | 0.51% | 2.03 CHF | 2.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 147,658 CHF | 148,408 CHF | 99.09% | 99.09% |
10/07/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 140,827 CHF | 141,577 CHF | 100.00% | 100.00% |
09/07/2024 | 0.53% | 1.84 CHF | 1.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 141,835 CHF | 142,585 CHF | 100.00% | 100.00% |
08/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 141,902 CHF | 142,652 CHF | 100.00% | 100.00% |
05/07/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 145,022 CHF | 145,772 CHF | 98.98% | 98.98% |
04/07/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 143,284 CHF | 144,034 CHF | 100.00% | 100.00% |
03/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 141,267 CHF | 142,017 CHF | 100.00% | 100.00% |
02/07/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 134,774 CHF | 135,524 CHF | 99.95% | 99.95% |