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 | 0.39% | 2.51 CHF | 2.52 CHF | 300,000 | 50,000 | 242,912 | 50,000 | 618,339 CHF | 127,838 CHF | 99.27% | 99.27% |
12/07/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 225,000 | 50,000 | 269,745 | 50,000 | 688,975 CHF | 128,372 CHF | 99.27% | 99.27% |
11/07/2024 | 0.34% | 2.87 CHF | 2.88 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 653,733 CHF | 145,774 CHF | 99.27% | 99.27% |
10/07/2024 | 0.34% | 3.01 CHF | 3.02 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 668,785 CHF | 149,119 CHF | 99.27% | 99.27% |
09/07/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 669,525 CHF | 149,283 CHF | 99.27% | 99.27% |
08/07/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 660,406 CHF | 147,257 CHF | 99.25% | 99.25% |
05/07/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 650,645 CHF | 145,088 CHF | 99.27% | 99.27% |
04/07/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 645,397 CHF | 143,922 CHF | 99.27% | 99.27% |
03/07/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 635,172 CHF | 141,649 CHF | 99.01% | 99.01% |
02/07/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 225,000 | 50,000 | 272,284 | 50,000 | 707,313 CHF | 130,415 CHF | 99.27% | 99.27% |