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% | 2.13 CHF | 2.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 634,733 CHF | 212,578 CHF | 97.31% | 97.31% |
12/07/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 627,761 CHF | 210,254 CHF | 97.62% | 97.62% |
11/07/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 633,493 CHF | 212,164 CHF | 98.45% | 98.45% |
10/07/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 657,642 CHF | 220,214 CHF | 98.54% | 98.54% |
09/07/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 659,519 CHF | 220,840 CHF | 98.61% | 98.61% |
08/07/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 642,930 CHF | 215,310 CHF | 97.00% | 97.00% |
05/07/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 638,072 CHF | 213,691 CHF | 98.04% | 98.04% |
04/07/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 645,320 CHF | 216,107 CHF | 93.53% | 93.53% |
03/07/2024 | 0.46% | 2.14 CHF | 2.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 646,318 CHF | 216,439 CHF | 98.16% | 98.16% |
02/07/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 656,786 CHF | 219,928 CHF | 98.22% | 98.22% |