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 | 0.39% | 2.57 CHF | 2.58 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 257,466 CHF | 129,233 CHF | 97.67% | 97.67% |
12/07/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 259,884 CHF | 130,442 CHF | 97.83% | 97.83% |
11/07/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 262,039 CHF | 131,519 CHF | 98.79% | 98.79% |
10/07/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 257,390 CHF | 129,195 CHF | 98.73% | 98.73% |
09/07/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 273,439 CHF | 137,220 CHF | 98.39% | 98.39% |
08/07/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 272,056 CHF | 136,528 CHF | 98.80% | 98.80% |
05/07/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 276,736 CHF | 138,868 CHF | 98.26% | 98.26% |
04/07/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 287,216 CHF | 144,108 CHF | 98.61% | 98.61% |
03/07/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 286,475 CHF | 143,738 CHF | 98.73% | 98.73% |
02/07/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 295,964 CHF | 148,482 CHF | 98.27% | 98.27% |