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 | 0.40% | 2.36 CHF | 2.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 502,087 CHF | 504,087 CHF | 100.00% | 100.00% |
12/07/2024 | 0.41% | 2.53 CHF | 2.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 486,921 CHF | 488,921 CHF | 99.96% | 99.96% |
11/07/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 457,903 CHF | 459,903 CHF | 98.80% | 98.80% |
10/07/2024 | 0.51% | 2.10 CHF | 2.11 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 391,063 CHF | 393,063 CHF | 96.17% | 96.17% |
09/07/2024 | 0.50% | 1.90 CHF | 1.91 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 399,170 CHF | 401,170 CHF | 99.64% | 99.64% |
08/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 384,805 CHF | 386,805 CHF | 100.00% | 100.00% |
05/07/2024 | 0.51% | 1.83 CHF | 1.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 391,459 CHF | 393,459 CHF | 100.00% | 100.00% |
04/07/2024 | 0.52% | 1.98 CHF | 1.99 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 385,356 CHF | 387,356 CHF | 100.00% | 100.00% |
03/07/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 375,624 CHF | 377,624 CHF | 99.32% | 99.32% |
02/07/2024 | 0.58% | 1.84 CHF | 1.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 346,813 CHF | 348,813 CHF | 99.52% | 99.52% |