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 | 0.54% | 1.85 CHF | 1.86 CHF | 152,000 | 152,000 | 149,889 | 149,889 | 276,062 CHF | 277,561 CHF | 100.00% | 100.00% |
12/07/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 152,000 | 152,000 | 147,036 | 147,036 | 276,732 CHF | 278,202 CHF | 100.00% | 100.00% |
11/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 152,000 | 152,000 | 148,570 | 148,570 | 275,405 CHF | 276,892 CHF | 100.00% | 100.00% |
10/07/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 152,000 | 152,000 | 148,408 | 148,408 | 276,639 CHF | 278,123 CHF | 100.00% | 100.00% |
09/07/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 152,000 | 152,000 | 148,259 | 148,259 | 276,997 CHF | 278,479 CHF | 100.00% | 100.00% |
08/07/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 146,000 | 146,000 | 142,196 | 142,196 | 281,878 CHF | 283,300 CHF | 100.00% | 100.00% |
05/07/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 144,000 | 144,000 | 139,518 | 139,518 | 284,180 CHF | 285,575 CHF | 99.81% | 99.81% |
04/07/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 142,000 | 142,000 | 139,531 | 139,531 | 284,737 CHF | 286,132 CHF | 99.49% | 99.49% |
03/07/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 144,000 | 144,000 | 140,221 | 140,221 | 283,572 CHF | 284,974 CHF | 99.35% | 99.35% |
02/07/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 144,000 | 144,000 | 140,242 | 140,242 | 284,471 CHF | 285,874 CHF | 100.00% | 100.00% |