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 | 0.44% | 2.28 CHF | 2.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 452,984 CHF | 454,984 CHF | 99.53% | 99.53% |
12/07/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 454,812 CHF | 456,812 CHF | 90.65% | 90.65% |
11/07/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 439,993 CHF | 441,993 CHF | 99.35% | 99.35% |
10/07/2024 | 0.46% | 2.24 CHF | 2.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 434,015 CHF | 436,015 CHF | 99.52% | 99.52% |
09/07/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 428,657 CHF | 430,657 CHF | 93.98% | 93.98% |
08/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 475,131 CHF | 477,131 CHF | 99.57% | 99.57% |
05/07/2024 | 0.41% | 2.37 CHF | 2.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 482,949 CHF | 484,949 CHF | 98.50% | 98.50% |
04/07/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 480,973 CHF | 482,973 CHF | 98.68% | 98.68% |
03/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 471,595 CHF | 473,595 CHF | 99.48% | 99.48% |
02/07/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 452,692 CHF | 454,692 CHF | 99.51% | 99.51% |