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 | 1.20% | 2.49 CHF | 2.52 CHF | 75,000 | 75,000 | 74,297 | 74,297 | 185,909 CHF | 188,140 CHF | 100.00% | 100.00% |
12/07/2024 | 1.21% | 2.50 CHF | 2.53 CHF | 75,000 | 75,000 | 74,281 | 74,281 | 185,220 CHF | 187,451 CHF | 97.80% | 97.80% |
11/07/2024 | 1.22% | 2.48 CHF | 2.51 CHF | 75,000 | 75,000 | 74,297 | 74,297 | 183,726 CHF | 185,957 CHF | 100.00% | 100.00% |
10/07/2024 | 1.24% | 2.45 CHF | 2.48 CHF | 75,000 | 75,000 | 74,296 | 74,296 | 180,512 CHF | 182,743 CHF | 100.00% | 100.00% |
09/07/2024 | 1.25% | 2.41 CHF | 2.44 CHF | 75,000 | 75,000 | 74,294 | 74,294 | 178,684 CHF | 180,915 CHF | 99.61% | 99.61% |
08/07/2024 | 1.24% | 2.43 CHF | 2.46 CHF | 75,000 | 75,000 | 74,297 | 74,297 | 180,844 CHF | 183,075 CHF | 100.00% | 100.00% |
05/07/2024 | 1.24% | 2.42 CHF | 2.45 CHF | 75,000 | 75,000 | 74,297 | 74,297 | 180,416 CHF | 182,646 CHF | 100.00% | 100.00% |
04/07/2024 | 1.23% | 2.44 CHF | 2.47 CHF | 75,000 | 75,000 | 74,295 | 74,295 | 181,524 CHF | 183,754 CHF | 100.00% | 100.00% |
03/07/2024 | 1.25% | 2.44 CHF | 2.47 CHF | 75,000 | 75,000 | 74,296 | 74,296 | 179,358 CHF | 181,589 CHF | 99.91% | 99.91% |
02/07/2024 | 1.27% | 2.39 CHF | 2.42 CHF | 75,000 | 75,000 | 74,295 | 74,295 | 175,729 CHF | 177,960 CHF | 99.78% | 99.78% |