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 | 0.41% | 2.43 CHF | 2.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 484,036 CHF | 486,036 CHF | 99.81% | 99.81% |
12/07/2024 | 0.42% | 2.44 CHF | 2.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 475,467 CHF | 477,467 CHF | 99.77% | 99.77% |
11/07/2024 | 0.44% | 2.38 CHF | 2.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 453,790 CHF | 455,790 CHF | 99.99% | 99.99% |
10/07/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 445,153 CHF | 447,153 CHF | 94.51% | 94.51% |
09/07/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 451,338 CHF | 453,338 CHF | 99.48% | 99.48% |
08/07/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 449,395 CHF | 451,395 CHF | 99.81% | 99.81% |
05/07/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 456,780 CHF | 458,780 CHF | 99.81% | 99.81% |
04/07/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 457,975 CHF | 459,975 CHF | 99.81% | 99.81% |
03/07/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 455,609 CHF | 457,609 CHF | 99.14% | 99.14% |
02/07/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 461,779 CHF | 463,779 CHF | 99.42% | 99.42% |