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 | 0.45% | 2.25 CHF | 2.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 669,764 CHF | 224,255 CHF | 99.19% | 99.19% |
12/07/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 676,926 CHF | 226,642 CHF | 96.20% | 96.20% |
11/07/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 684,103 CHF | 229,034 CHF | 88.36% | 88.36% |
10/07/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 707,283 CHF | 236,761 CHF | 99.23% | 99.23% |
09/07/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 706,821 CHF | 236,607 CHF | 96.19% | 96.19% |
08/07/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 698,237 CHF | 233,746 CHF | 99.24% | 99.24% |
05/07/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 707,785 CHF | 236,928 CHF | 97.69% | 97.69% |
04/07/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 707,795 CHF | 236,932 CHF | 99.23% | 99.23% |
03/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 708,979 CHF | 237,326 CHF | 98.55% | 98.55% |
02/07/2024 | 0.43% | 2.37 CHF | 2.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 702,578 CHF | 235,193 CHF | 97.13% | 97.13% |