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 | 0.44% | 2.21 CHF | 2.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 168,867 CHF | 169,617 CHF | 99.66% | 99.66% |
12/07/2024 | 0.45% | 2.28 CHF | 2.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 167,855 CHF | 168,605 CHF | 99.01% | 99.01% |
11/07/2024 | 0.46% | 2.23 CHF | 2.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 163,103 CHF | 163,853 CHF | 98.29% | 98.29% |
10/07/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 156,290 CHF | 157,040 CHF | 100.00% | 100.00% |
09/07/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 157,258 CHF | 158,008 CHF | 100.00% | 100.00% |
08/07/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 157,381 CHF | 158,131 CHF | 100.00% | 100.00% |
05/07/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 160,472 CHF | 161,222 CHF | 98.96% | 98.96% |
04/07/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 158,777 CHF | 159,527 CHF | 100.00% | 100.00% |
03/07/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 156,640 CHF | 157,390 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 150,224 CHF | 150,974 CHF | 100.00% | 100.00% |