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 | 0.45% | 2.25 CHF | 2.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 447,926 CHF | 449,926 CHF | 100.00% | 100.00% |
12/07/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 445,911 CHF | 447,911 CHF | 99.77% | 99.77% |
11/07/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 437,885 CHF | 439,885 CHF | 100.00% | 100.00% |
10/07/2024 | 0.47% | 2.18 CHF | 2.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 427,119 CHF | 429,119 CHF | 94.70% | 94.70% |
09/07/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 425,850 CHF | 427,850 CHF | 99.67% | 99.67% |
08/07/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 424,124 CHF | 426,124 CHF | 100.00% | 100.00% |
05/07/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 423,747 CHF | 425,747 CHF | 100.00% | 100.00% |
04/07/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 423,104 CHF | 425,104 CHF | 100.00% | 100.00% |
03/07/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 421,304 CHF | 423,304 CHF | 99.33% | 99.33% |
02/07/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 412,796 CHF | 414,796 CHF | 99.62% | 99.62% |