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% | 2.22 CHF | 2.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 159,508 CHF | 160,258 CHF | 98.82% | 98.82% |
12/07/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 160,290 CHF | 161,040 CHF | 99.34% | 99.34% |
11/07/2024 | 0.43% | 2.18 CHF | 2.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 176,025 CHF | 176,775 CHF | 98.32% | 98.32% |
10/07/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 174,563 CHF | 175,313 CHF | 99.14% | 99.14% |
09/07/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 174,237 CHF | 174,987 CHF | 97.84% | 97.84% |
08/07/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 174,539 CHF | 175,289 CHF | 99.01% | 99.01% |
05/07/2024 | 0.45% | 2.35 CHF | 2.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 166,156 CHF | 166,906 CHF | 99.35% | 99.35% |
04/07/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 162,965 CHF | 163,715 CHF | 99.36% | 99.36% |
03/07/2024 | 0.47% | 2.15 CHF | 2.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 160,778 CHF | 161,528 CHF | 99.33% | 99.33% |
02/07/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 151,791 CHF | 152,541 CHF | 99.32% | 99.32% |