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 | 0.45% | 2.12 CHF | 2.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 442,284 CHF | 444,284 CHF | 100.00% | 100.00% |
12/07/2024 | 0.47% | 2.41 CHF | 2.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 424,989 CHF | 426,989 CHF | 99.86% | 99.86% |
11/07/2024 | 0.53% | 2.04 CHF | 2.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 379,876 CHF | 381,876 CHF | 82.08% | 82.08% |
10/07/2024 | 0.57% | 1.84 CHF | 1.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 348,844 CHF | 350,844 CHF | 96.18% | 96.18% |
09/07/2024 | 0.57% | 1.55 CHF | 1.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 349,969 CHF | 351,969 CHF | 99.67% | 99.67% |
08/07/2024 | 0.49% | 1.94 CHF | 1.95 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 407,322 CHF | 409,322 CHF | 100.00% | 100.00% |
05/07/2024 | 0.47% | 1.94 CHF | 1.95 CHF | 200,000 | 200,000 | 199,996 | 200,000 | 421,734 CHF | 423,743 CHF | 98.81% | 98.81% |
04/07/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 380,070 CHF | 382,070 CHF | 100.00% | 100.00% |
03/07/2024 | 0.56% | 1.86 CHF | 1.87 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 354,111 CHF | 356,111 CHF | 99.32% | 99.32% |
02/07/2024 | 0.67% | 1.53 CHF | 1.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 296,145 CHF | 298,145 CHF | 99.38% | 99.38% |