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 | 0.37% | 2.72 CHF | 2.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 808,487 CHF | 270,496 CHF | 99.19% | 99.19% |
12/07/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 815,612 CHF | 272,871 CHF | 96.20% | 96.20% |
11/07/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 823,152 CHF | 275,384 CHF | 88.37% | 88.37% |
10/07/2024 | 0.35% | 2.81 CHF | 2.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 846,470 CHF | 283,157 CHF | 99.23% | 99.23% |
09/07/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 845,671 CHF | 282,890 CHF | 96.19% | 96.19% |
08/07/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 836,934 CHF | 279,978 CHF | 99.24% | 99.24% |
05/07/2024 | 0.35% | 2.81 CHF | 2.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 847,841 CHF | 283,614 CHF | 97.69% | 97.69% |
04/07/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 847,823 CHF | 283,608 CHF | 99.23% | 99.23% |
03/07/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 848,700 CHF | 283,900 CHF | 98.55% | 98.55% |
02/07/2024 | 0.36% | 2.84 CHF | 2.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 842,933 CHF | 281,978 CHF | 97.13% | 97.13% |