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 | 0.46% | 2.22 CHF | 2.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 652,718 CHF | 218,573 CHF | 99.41% | 99.41% |
12/07/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 614,451 CHF | 205,817 CHF | 99.42% | 99.42% |
11/07/2024 | 0.45% | 2.14 CHF | 2.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 658,138 CHF | 220,379 CHF | 98.07% | 98.07% |
10/07/2024 | 0.43% | 2.27 CHF | 2.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 696,718 CHF | 233,239 CHF | 98.90% | 98.90% |
09/07/2024 | 0.43% | 2.38 CHF | 2.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 695,368 CHF | 232,789 CHF | 99.41% | 99.41% |
08/07/2024 | 0.46% | 2.28 CHF | 2.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 650,654 CHF | 217,885 CHF | 99.41% | 99.41% |
05/07/2024 | 0.49% | 2.10 CHF | 2.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 614,150 CHF | 205,717 CHF | 99.15% | 99.15% |
04/07/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 620,730 CHF | 207,910 CHF | 99.38% | 99.38% |
03/07/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 620,141 CHF | 207,714 CHF | 99.42% | 99.42% |
02/07/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 651,182 CHF | 218,061 CHF | 99.31% | 99.31% |