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% | 2.75 CHF | 2.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 849,412 CHF | 284,137 CHF | 99.08% | 99.08% |
12/07/2024 | 0.37% | 2.83 CHF | 2.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 811,231 CHF | 271,410 CHF | 99.24% | 99.24% |
11/07/2024 | 0.35% | 2.73 CHF | 2.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 849,554 CHF | 284,185 CHF | 98.25% | 98.25% |
10/07/2024 | 0.37% | 2.78 CHF | 2.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 808,980 CHF | 270,660 CHF | 99.24% | 99.24% |
09/07/2024 | 0.36% | 2.68 CHF | 2.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 822,895 CHF | 275,298 CHF | 99.23% | 99.23% |
08/07/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 836,974 CHF | 279,991 CHF | 99.23% | 99.23% |
05/07/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 827,586 CHF | 276,862 CHF | 99.23% | 99.23% |
04/07/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 814,029 CHF | 272,343 CHF | 99.23% | 99.23% |
03/07/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 808,869 CHF | 270,623 CHF | 99.23% | 99.23% |
02/07/2024 | 0.40% | 2.56 CHF | 2.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 747,559 CHF | 250,186 CHF | 99.23% | 99.23% |