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 | 0.40% | 2.49 CHF | 2.50 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 310,334 CHF | 311,584 CHF | 100.00% | 100.00% |
12/07/2024 | 0.42% | 2.45 CHF | 2.46 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 298,801 CHF | 300,051 CHF | 98.95% | 98.95% |
11/07/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 289,093 CHF | 290,343 CHF | 99.63% | 99.63% |
10/07/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 274,865 CHF | 276,115 CHF | 99.83% | 99.83% |
09/07/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 285,972 CHF | 287,222 CHF | 100.00% | 100.00% |
08/07/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 284,170 CHF | 285,420 CHF | 100.00% | 100.00% |
05/07/2024 | 0.45% | 2.15 CHF | 2.16 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 276,085 CHF | 277,335 CHF | 100.00% | 100.00% |
04/07/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 272,343 CHF | 273,593 CHF | 100.00% | 100.00% |
03/07/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 257,836 CHF | 259,086 CHF | 99.49% | 99.49% |
02/07/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 243,443 CHF | 244,693 CHF | 99.98% | 99.98% |