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 | 0.43% | 2.34 CHF | 2.35 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 519,254 CHF | 173,835 CHF | 99.44% | 99.44% |
12/07/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 510,968 CHF | 171,073 CHF | 99.41% | 99.41% |
11/07/2024 | 0.43% | 2.21 CHF | 2.22 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 518,551 CHF | 173,600 CHF | 99.68% | 99.68% |
10/07/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 510,888 CHF | 171,046 CHF | 99.58% | 99.58% |
09/07/2024 | 0.44% | 2.21 CHF | 2.22 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 507,628 CHF | 169,959 CHF | 99.55% | 99.55% |
08/07/2024 | 0.42% | 2.33 CHF | 2.34 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 539,227 CHF | 180,492 CHF | 99.50% | 99.50% |
05/07/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 524,502 CHF | 175,584 CHF | 99.43% | 99.43% |
04/07/2024 | 0.44% | 2.32 CHF | 2.33 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 515,741 CHF | 172,664 CHF | 99.55% | 99.55% |
03/07/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 491,062 CHF | 164,437 CHF | 99.57% | 99.57% |
02/07/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 456,351 CHF | 152,867 CHF | 99.52% | 99.52% |