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 | 0.50% | 2.04 CHF | 2.05 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 300,434 CHF | 100,645 CHF | 99.16% | 99.16% |
12/07/2024 | 0.50% | 2.03 CHF | 2.04 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 298,981 CHF | 100,160 CHF | 99.27% | 99.27% |
11/07/2024 | 0.50% | 1.94 CHF | 1.95 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 296,961 CHF | 99,487 CHF | 99.24% | 99.24% |
10/07/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 298,489 CHF | 99,997 CHF | 99.23% | 99.23% |
09/07/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 292,316 CHF | 97,939 CHF | 99.24% | 99.24% |
08/07/2024 | 0.52% | 1.86 CHF | 1.87 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 289,263 CHF | 96,921 CHF | 99.24% | 99.24% |
05/07/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 296,530 CHF | 99,343 CHF | 99.23% | 99.23% |
04/07/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 295,879 CHF | 99,126 CHF | 99.23% | 99.23% |
03/07/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 294,740 CHF | 98,747 CHF | 99.24% | 99.24% |
02/07/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 292,969 CHF | 98,156 CHF | 99.23% | 99.23% |