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 | 0.46% | 2.15 CHF | 2.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 161,533 CHF | 162,283 CHF | 98.72% | 98.72% |
12/07/2024 | 0.46% | 2.14 CHF | 2.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 162,894 CHF | 163,644 CHF | 98.47% | 98.47% |
11/07/2024 | 0.60% | 2.13 CHF | 2.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 161,430 CHF | 162,405 CHF | 99.08% | 99.08% |
10/07/2024 | 0.63% | 2.14 CHF | 2.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 158,749 CHF | 159,750 CHF | 100.00% | 100.00% |
09/07/2024 | 0.49% | 1.99 CHF | 2.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 151,833 CHF | 152,583 CHF | 98.75% | 98.75% |
08/07/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 149,008 CHF | 149,758 CHF | 100.00% | 100.00% |
05/07/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 148,083 CHF | 148,833 CHF | 98.97% | 98.97% |
04/07/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 147,258 CHF | 148,008 CHF | 100.00% | 100.00% |
03/07/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 144,271 CHF | 145,021 CHF | 97.93% | 97.93% |
02/07/2024 | 0.52% | 1.89 CHF | 1.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 143,634 CHF | 144,384 CHF | 100.00% | 100.00% |