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 | 200,000 | 200,000 | 200,000 | 200,000 | 422,900 CHF | 424,900 CHF | 99.51% | 99.51% |
12/07/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 424,761 CHF | 426,761 CHF | 90.65% | 90.65% |
11/07/2024 | 0.49% | 2.10 CHF | 2.11 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 409,993 CHF | 411,993 CHF | 99.35% | 99.35% |
10/07/2024 | 0.49% | 2.09 CHF | 2.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 404,074 CHF | 406,074 CHF | 99.52% | 99.52% |
09/07/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 398,729 CHF | 400,729 CHF | 93.97% | 93.97% |
08/07/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 445,235 CHF | 447,235 CHF | 99.57% | 99.57% |
05/07/2024 | 0.44% | 2.22 CHF | 2.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 453,018 CHF | 455,018 CHF | 98.47% | 98.47% |
04/07/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 451,047 CHF | 453,047 CHF | 98.68% | 98.68% |
03/07/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 441,685 CHF | 443,685 CHF | 99.47% | 99.47% |
02/07/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 422,871 CHF | 424,871 CHF | 99.53% | 99.53% |