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% | 2.09 CHF | 2.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 210,275 CHF | 211,275 CHF | 99.39% | 99.39% |
12/07/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 206,395 CHF | 207,395 CHF | 99.08% | 99.08% |
11/07/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 208,993 CHF | 209,993 CHF | 98.22% | 98.22% |
10/07/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 208,241 CHF | 209,241 CHF | 95.51% | 95.51% |
09/07/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 207,973 CHF | 208,973 CHF | 99.05% | 99.05% |
08/07/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 205,384 CHF | 206,384 CHF | 99.24% | 99.24% |
05/07/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 198,919 CHF | 199,919 CHF | 99.39% | 99.39% |
04/07/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 199,021 CHF | 200,021 CHF | 99.39% | 99.39% |
03/07/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 196,890 CHF | 197,890 CHF | 98.63% | 98.63% |
02/07/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 206,095 CHF | 207,095 CHF | 99.06% | 99.06% |