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 | 0.46% | 2.13 CHF | 2.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 162,635 CHF | 163,385 CHF | 99.73% | 99.73% |
12/07/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 160,343 CHF | 161,093 CHF | 99.01% | 99.01% |
11/07/2024 | 0.50% | 2.18 CHF | 2.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 163,633 CHF | 164,453 CHF | 99.09% | 99.09% |
10/07/2024 | 0.47% | 2.17 CHF | 2.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 160,241 CHF | 160,991 CHF | 100.00% | 100.00% |
09/07/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 157,888 CHF | 158,638 CHF | 100.00% | 100.00% |
08/07/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 157,738 CHF | 158,488 CHF | 83.92% | 83.92% |
05/07/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 151,054 CHF | 151,804 CHF | 98.86% | 98.86% |
04/07/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 150,438 CHF | 151,188 CHF | 100.00% | 100.00% |
03/07/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 143,949 CHF | 144,699 CHF | 99.82% | 99.82% |
02/07/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 148,582 CHF | 149,332 CHF | 98.09% | 98.09% |