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 | 0.43% | 2.36 CHF | 2.37 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 581,843 CHF | 175,303 CHF | 96.95% | 96.95% |
12/07/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 571,963 CHF | 172,339 CHF | 99.24% | 99.24% |
11/07/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 596,370 CHF | 179,661 CHF | 97.99% | 97.99% |
10/07/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 609,359 CHF | 183,558 CHF | 99.06% | 99.06% |
09/07/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 607,835 CHF | 183,101 CHF | 98.76% | 98.76% |
08/07/2024 | 0.42% | 2.43 CHF | 2.44 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 597,576 CHF | 180,023 CHF | 99.22% | 99.22% |
05/07/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 606,186 CHF | 182,606 CHF | 99.23% | 99.23% |
04/07/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 610,866 CHF | 184,010 CHF | 99.19% | 99.19% |
03/07/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 603,289 CHF | 181,737 CHF | 97.60% | 97.60% |
02/07/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 614,746 CHF | 185,174 CHF | 98.79% | 98.79% |