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% | 2.09 CHF | 2.10 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 513,055 CHF | 154,667 CHF | 96.95% | 96.95% |
12/07/2024 | 0.50% | 2.04 CHF | 2.05 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 503,470 CHF | 151,791 CHF | 99.23% | 99.23% |
11/07/2024 | 0.47% | 2.07 CHF | 2.08 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 527,646 CHF | 159,044 CHF | 97.98% | 97.98% |
10/07/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 540,696 CHF | 162,959 CHF | 99.06% | 99.06% |
09/07/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 539,204 CHF | 162,511 CHF | 98.75% | 98.75% |
08/07/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 528,619 CHF | 159,336 CHF | 99.22% | 99.22% |
05/07/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 537,213 CHF | 161,914 CHF | 99.23% | 99.23% |
04/07/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 541,284 CHF | 163,135 CHF | 99.19% | 99.19% |
03/07/2024 | 0.47% | 2.18 CHF | 2.19 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 534,222 CHF | 161,017 CHF | 97.60% | 97.60% |
02/07/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 545,735 CHF | 164,470 CHF | 98.78% | 98.78% |