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 | 0.56% | 2.71 CHF | 2.72 CHF | 75,000 | 75,000 | 54,516 | 54,516 | 148,991 CHF | 149,741 CHF | 99.72% | 99.72% |
12/07/2024 | 0.69% | 2.73 CHF | 2.75 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 99,642 CHF | 100,328 CHF | 99.01% | 99.01% |
11/07/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 196,028 CHF | 196,778 CHF | 98.90% | 98.90% |
10/07/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 191,780 CHF | 192,530 CHF | 100.00% | 100.00% |
09/07/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 190,343 CHF | 191,093 CHF | 100.00% | 100.00% |
08/07/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 189,397 CHF | 190,147 CHF | 100.00% | 100.00% |
05/07/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 191,592 CHF | 192,342 CHF | 98.86% | 98.86% |
04/07/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 186,347 CHF | 187,097 CHF | 100.00% | 100.00% |
03/07/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 177,005 CHF | 177,755 CHF | 99.82% | 99.82% |
02/07/2024 | 0.44% | 2.34 CHF | 2.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 170,400 CHF | 171,150 CHF | 99.45% | 99.45% |