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 | 0.38% | 2.60 CHF | 2.61 CHF | 149,000 | 149,000 | 146,294 | 146,294 | 383,626 CHF | 385,089 CHF | 100.00% | 100.00% |
12/07/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 145,000 | 145,000 | 146,079 | 146,079 | 383,240 CHF | 384,700 CHF | 100.00% | 100.00% |
11/07/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 145,000 | 145,000 | 144,870 | 144,870 | 385,824 CHF | 387,274 CHF | 100.00% | 100.00% |
10/07/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 145,000 | 145,000 | 145,000 | 145,000 | 383,050 CHF | 384,500 CHF | 100.00% | 100.00% |
09/07/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 145,000 | 145,000 | 145,000 | 145,000 | 385,257 CHF | 386,707 CHF | 100.00% | 100.00% |
08/07/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 145,000 | 145,000 | 144,921 | 144,921 | 391,263 CHF | 392,713 CHF | 100.00% | 100.00% |
05/07/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 145,000 | 145,000 | 142,392 | 142,392 | 387,356 CHF | 388,780 CHF | 100.00% | 100.00% |
04/07/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 145,000 | 145,000 | 145,000 | 145,000 | 385,530 CHF | 386,980 CHF | 100.00% | 100.00% |
03/07/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 145,000 | 145,000 | 145,000 | 145,000 | 390,106 CHF | 391,556 CHF | 100.00% | 100.00% |
02/07/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 145,000 | 145,000 | 145,056 | 145,056 | 381,895 CHF | 383,345 CHF | 100.00% | 100.00% |