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 | 0.41% | 2.48 CHF | 2.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 738,726 CHF | 247,242 CHF | 99.17% | 99.17% |
12/07/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 745,927 CHF | 249,642 CHF | 96.20% | 96.20% |
11/07/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 753,210 CHF | 252,070 CHF | 88.36% | 88.36% |
10/07/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 776,689 CHF | 259,896 CHF | 99.24% | 99.24% |
09/07/2024 | 0.39% | 2.63 CHF | 2.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 776,058 CHF | 259,686 CHF | 96.19% | 96.19% |
08/07/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 767,260 CHF | 256,753 CHF | 99.24% | 99.24% |
05/07/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 776,889 CHF | 259,963 CHF | 97.69% | 97.69% |
04/07/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 777,408 CHF | 260,136 CHF | 99.23% | 99.23% |
03/07/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 778,675 CHF | 260,558 CHF | 98.55% | 98.55% |
02/07/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 772,258 CHF | 258,419 CHF | 97.13% | 97.13% |