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% | 2.08 CHF | 2.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 158,591 CHF | 159,341 CHF | 99.72% | 99.72% |
12/07/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 156,346 CHF | 157,096 CHF | 99.01% | 99.01% |
11/07/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 159,736 CHF | 160,486 CHF | 99.08% | 99.08% |
10/07/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 156,320 CHF | 157,070 CHF | 100.00% | 100.00% |
09/07/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 153,965 CHF | 154,715 CHF | 100.00% | 100.00% |
08/07/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 153,838 CHF | 154,588 CHF | 83.92% | 83.92% |
05/07/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 147,119 CHF | 147,869 CHF | 98.86% | 98.86% |
04/07/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 146,496 CHF | 147,246 CHF | 100.00% | 100.00% |
03/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 139,932 CHF | 140,682 CHF | 99.82% | 99.82% |
02/07/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 144,667 CHF | 145,417 CHF | 100.00% | 100.00% |