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 | 0.49% | 2.04 CHF | 2.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 915,279 CHF | 306,593 CHF | 14.83% | 99.20% |
12/07/2024 | 0.52% | 2.03 CHF | 2.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 868,618 CHF | 291,039 CHF | 94.33% | 99.16% |
11/07/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 601,827 CHF | 201,609 CHF | 15.69% | 99.16% |
10/07/2024 | 0.50% | 2.08 CHF | 2.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 600,008 CHF | 201,003 CHF | 87.22% | 99.20% |
09/07/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 596,665 CHF | 199,888 CHF | 93.98% | 99.21% |
08/07/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 592,103 CHF | 198,368 CHF | 99.25% | 99.25% |
05/07/2024 | 0.50% | 1.96 CHF | 1.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 597,636 CHF | 200,212 CHF | 20.40% | 99.04% |
04/07/2024 | - | 2.17 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.37% |
03/07/2024 | 0.49% | 2.09 CHF | 2.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 608,247 CHF | 203,749 CHF | 99.24% | 99.24% |
02/07/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 583,558 CHF | 195,519 CHF | 99.14% | 99.14% |