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 | 0.49% | 2.06 CHF | 2.07 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 508,211 CHF | 204,284 CHF | 99.17% | 99.17% |
12/07/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 521,220 CHF | 209,488 CHF | 99.16% | 99.16% |
11/07/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 496,437 CHF | 199,575 CHF | 99.16% | 99.16% |
10/07/2024 | 0.49% | 2.00 CHF | 2.01 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 507,219 CHF | 203,887 CHF | 99.16% | 99.16% |
09/07/2024 | 0.49% | 2.09 CHF | 2.10 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 505,112 CHF | 203,045 CHF | 99.16% | 99.16% |
08/07/2024 | 0.49% | 2.09 CHF | 2.10 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 509,918 CHF | 204,967 CHF | 99.15% | 99.15% |
05/07/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 468,465 CHF | 188,386 CHF | 99.16% | 99.16% |
04/07/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 443,935 CHF | 178,574 CHF | 99.17% | 99.17% |
03/07/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 448,182 CHF | 180,273 CHF | 99.16% | 99.16% |
02/07/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 474,476 CHF | 190,790 CHF | 99.16% | 99.16% |