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% | 2.13 CHF | 2.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 636,785 CHF | 213,262 CHF | 99.11% | 99.11% |
12/07/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 641,256 CHF | 214,752 CHF | 99.27% | 99.27% |
11/07/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 627,912 CHF | 210,304 CHF | 98.67% | 98.67% |
10/07/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 621,689 CHF | 208,230 CHF | 99.20% | 99.20% |
09/07/2024 | 0.49% | 2.00 CHF | 2.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 610,828 CHF | 204,609 CHF | 99.23% | 99.23% |
08/07/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 636,187 CHF | 213,062 CHF | 99.23% | 99.23% |
05/07/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 635,450 CHF | 212,817 CHF | 99.23% | 99.23% |
04/07/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 643,135 CHF | 215,378 CHF | 99.01% | 99.01% |
03/07/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 606,653 CHF | 203,218 CHF | 98.84% | 98.84% |
02/07/2024 | 0.53% | 1.93 CHF | 1.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 562,634 CHF | 188,545 CHF | 99.21% | 99.21% |