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 | 0.35% | 2.79 CHF | 2.80 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 719,006 CHF | 216,452 CHF | 97.40% | 97.40% |
12/07/2024 | 0.33% | 2.92 CHF | 2.93 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 747,420 CHF | 224,976 CHF | 99.41% | 99.41% |
11/07/2024 | 0.36% | 2.84 CHF | 2.85 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 689,337 CHF | 207,551 CHF | 98.17% | 98.17% |
10/07/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 658,582 CHF | 198,325 CHF | 99.24% | 99.24% |
09/07/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 662,689 CHF | 199,557 CHF | 98.94% | 98.94% |
08/07/2024 | 0.37% | 2.65 CHF | 2.66 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 683,428 CHF | 205,779 CHF | 99.39% | 99.39% |
05/07/2024 | 0.37% | 2.65 CHF | 2.66 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 669,212 CHF | 201,513 CHF | 99.41% | 99.41% |
04/07/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 663,735 CHF | 199,871 CHF | 99.38% | 99.38% |
03/07/2024 | 0.36% | 2.61 CHF | 2.62 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 685,308 CHF | 206,343 CHF | 97.78% | 97.78% |
02/07/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 659,726 CHF | 198,668 CHF | 98.87% | 98.87% |