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 | 0.37% | 2.73 CHF | 2.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 805,783 CHF | 269,594 CHF | 99.41% | 99.41% |
12/07/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 767,364 CHF | 256,788 CHF | 99.42% | 99.42% |
11/07/2024 | 0.37% | 2.65 CHF | 2.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 810,877 CHF | 271,292 CHF | 98.06% | 98.06% |
10/07/2024 | 0.35% | 2.78 CHF | 2.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 849,270 CHF | 284,090 CHF | 98.90% | 98.90% |
09/07/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 847,753 CHF | 283,584 CHF | 99.41% | 99.41% |
08/07/2024 | 0.37% | 2.79 CHF | 2.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 802,892 CHF | 268,631 CHF | 99.41% | 99.41% |
05/07/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 766,693 CHF | 256,564 CHF | 99.14% | 99.14% |
04/07/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 773,207 CHF | 258,736 CHF | 99.38% | 99.38% |
03/07/2024 | 0.39% | 2.60 CHF | 2.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 772,685 CHF | 258,562 CHF | 99.41% | 99.41% |
02/07/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 803,264 CHF | 268,755 CHF | 99.31% | 99.31% |