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% | 2.85 CHF | 2.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 857,700 CHF | 286,900 CHF | 99.17% | 99.17% |
12/07/2024 | 0.37% | 2.85 CHF | 2.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 815,281 CHF | 272,760 CHF | 99.26% | 99.26% |
11/07/2024 | 0.34% | 2.78 CHF | 2.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 881,497 CHF | 294,832 CHF | 99.21% | 99.21% |
10/07/2024 | 0.35% | 2.91 CHF | 2.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 844,068 CHF | 282,356 CHF | 99.22% | 99.22% |
09/07/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 837,209 CHF | 280,070 CHF | 99.22% | 99.22% |
08/07/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 829,003 CHF | 277,334 CHF | 99.22% | 99.22% |
05/07/2024 | 0.34% | 2.75 CHF | 2.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 882,344 CHF | 295,115 CHF | 98.45% | 98.45% |
04/07/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 901,108 CHF | 301,369 CHF | 99.23% | 99.23% |
03/07/2024 | 0.35% | 2.91 CHF | 2.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 851,353 CHF | 284,784 CHF | 99.22% | 99.22% |
02/07/2024 | 0.37% | 2.77 CHF | 2.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 818,675 CHF | 273,892 CHF | 99.20% | 99.20% |