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 | 0.44% | 2.26 CHF | 2.27 CHF | 145,000 | 145,000 | 145,000 | 145,000 | 327,783 CHF | 329,233 CHF | 99.99% | 99.99% |
12/07/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 145,000 | 145,000 | 147,010 | 147,010 | 320,500 CHF | 321,970 CHF | 100.00% | 100.00% |
11/07/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 150,000 | 150,000 | 149,869 | 149,869 | 319,153 CHF | 320,653 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 2.09 CHF | 2.10 CHF | 150,000 | 150,000 | 150,006 | 150,006 | 305,019 CHF | 306,519 CHF | 100.00% | 100.00% |
09/07/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 155,000 | 155,000 | 152,783 | 152,783 | 306,428 CHF | 307,957 CHF | 99.77% | 99.77% |
08/07/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 155,000 | 155,000 | 155,000 | 155,000 | 305,261 CHF | 306,811 CHF | 99.29% | 99.29% |
05/07/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 155,000 | 155,000 | 152,962 | 152,962 | 306,812 CHF | 308,342 CHF | 100.00% | 100.00% |
04/07/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 155,000 | 155,000 | 155,000 | 155,000 | 301,192 CHF | 302,742 CHF | 99.63% | 99.63% |
03/07/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 150,000 | 150,000 | 150,054 | 150,054 | 306,687 CHF | 308,187 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 309,090 CHF | 310,590 CHF | 99.99% | 99.99% |