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% | 2.41 CHF | 2.42 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 543,687 CHF | 181,979 CHF | 96.68% | 96.68% |
12/07/2024 | 0.42% | 2.43 CHF | 2.44 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 536,919 CHF | 179,723 CHF | 98.82% | 98.82% |
11/07/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 538,307 CHF | 180,186 CHF | 99.09% | 99.09% |
10/07/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 524,117 CHF | 175,456 CHF | 96.53% | 96.53% |
09/07/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 521,437 CHF | 174,562 CHF | 97.98% | 97.98% |
08/07/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 507,403 CHF | 169,884 CHF | 98.81% | 98.81% |
05/07/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 481,373 CHF | 161,208 CHF | 94.94% | 94.94% |
04/07/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 483,425 CHF | 161,892 CHF | 98.64% | 98.64% |
03/07/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 477,319 CHF | 159,856 CHF | 99.11% | 99.11% |
02/07/2024 | 0.47% | 2.18 CHF | 2.19 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 480,191 CHF | 160,814 CHF | 98.63% | 98.63% |