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 | 0.50% | 2.00 CHF | 2.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 395,860 CHF | 397,860 CHF | 99.51% | 99.51% |
12/07/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 397,750 CHF | 399,750 CHF | 90.65% | 90.65% |
11/07/2024 | 0.52% | 1.97 CHF | 1.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 383,031 CHF | 385,031 CHF | 99.43% | 99.43% |
10/07/2024 | 0.53% | 1.95 CHF | 1.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 377,160 CHF | 379,160 CHF | 99.52% | 99.52% |
09/07/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 371,835 CHF | 373,835 CHF | 93.91% | 93.91% |
08/07/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 418,361 CHF | 420,361 CHF | 99.58% | 99.58% |
05/07/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 426,112 CHF | 428,112 CHF | 98.48% | 98.48% |
04/07/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 424,154 CHF | 426,154 CHF | 98.68% | 98.68% |
03/07/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 414,800 CHF | 416,800 CHF | 99.47% | 99.47% |
02/07/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 396,068 CHF | 398,068 CHF | 99.54% | 99.54% |