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 | 0.49% | 2.03 CHF | 2.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 203,374 CHF | 204,374 CHF | 99.39% | 99.39% |
12/07/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 200,867 CHF | 201,867 CHF | 99.06% | 99.06% |
11/07/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 198,746 CHF | 199,746 CHF | 98.61% | 98.61% |
10/07/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 199,691 CHF | 200,691 CHF | 95.47% | 95.47% |
09/07/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 209,104 CHF | 210,104 CHF | 99.06% | 99.06% |
08/07/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 205,651 CHF | 206,651 CHF | 99.24% | 99.24% |
05/07/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 198,785 CHF | 199,785 CHF | 99.38% | 99.38% |
04/07/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 197,289 CHF | 198,289 CHF | 99.39% | 99.39% |
03/07/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 196,974 CHF | 197,974 CHF | 98.64% | 98.64% |
02/07/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 194,764 CHF | 195,764 CHF | 99.07% | 99.07% |