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% | 2.35 CHF | 2.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 702,628 CHF | 235,209 CHF | 99.11% | 99.11% |
12/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 707,002 CHF | 236,667 CHF | 99.28% | 99.28% |
11/07/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 693,572 CHF | 232,191 CHF | 98.67% | 98.67% |
10/07/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 687,159 CHF | 230,053 CHF | 99.20% | 99.20% |
09/07/2024 | 0.44% | 2.22 CHF | 2.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 676,331 CHF | 226,444 CHF | 99.23% | 99.23% |
08/07/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 701,645 CHF | 234,882 CHF | 99.23% | 99.23% |
05/07/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 700,913 CHF | 234,638 CHF | 99.23% | 99.23% |
04/07/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 708,712 CHF | 237,237 CHF | 99.01% | 99.01% |
03/07/2024 | 0.45% | 2.27 CHF | 2.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 672,133 CHF | 225,044 CHF | 98.84% | 98.84% |
02/07/2024 | 0.48% | 2.15 CHF | 2.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 627,916 CHF | 210,305 CHF | 99.23% | 99.23% |