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 | 0.38% | 2.67 CHF | 2.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 794,207 CHF | 265,736 CHF | 99.56% | 99.56% |
12/07/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 786,228 CHF | 263,076 CHF | 99.40% | 99.40% |
11/07/2024 | 0.38% | 2.57 CHF | 2.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 792,468 CHF | 265,156 CHF | 99.66% | 99.66% |
10/07/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 784,833 CHF | 262,611 CHF | 99.57% | 99.57% |
09/07/2024 | 0.38% | 2.57 CHF | 2.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 781,709 CHF | 261,570 CHF | 99.51% | 99.51% |
08/07/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 809,548 CHF | 270,849 CHF | 99.59% | 99.59% |
05/07/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 796,270 CHF | 266,423 CHF | 99.54% | 99.54% |
04/07/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 787,698 CHF | 263,566 CHF | 99.58% | 99.58% |
03/07/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 764,306 CHF | 255,769 CHF | 99.54% | 99.54% |
02/07/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 730,648 CHF | 244,549 CHF | 99.53% | 99.53% |