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 | 0.47% | 2.14 CHF | 2.15 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 482,357 CHF | 161,536 CHF | 99.06% | 99.06% |
12/07/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 485,108 CHF | 162,453 CHF | 99.35% | 99.35% |
11/07/2024 | 0.43% | 2.18 CHF | 2.19 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 519,805 CHF | 174,018 CHF | 98.58% | 98.58% |
10/07/2024 | 0.43% | 2.27 CHF | 2.28 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 523,105 CHF | 175,118 CHF | 99.48% | 99.48% |
09/07/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 523,608 CHF | 175,286 CHF | 98.66% | 98.66% |
08/07/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 524,370 CHF | 175,540 CHF | 99.34% | 99.34% |
05/07/2024 | 0.44% | 2.33 CHF | 2.34 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 515,534 CHF | 172,595 CHF | 99.21% | 99.21% |
04/07/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 515,217 CHF | 172,489 CHF | 99.55% | 99.55% |
03/07/2024 | 0.42% | 2.27 CHF | 2.28 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 529,550 CHF | 177,267 CHF | 99.39% | 99.39% |
02/07/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 507,589 CHF | 169,946 CHF | 99.20% | 99.20% |