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 | 0.49% | 2.02 CHF | 2.03 CHF | 149,000 | 149,000 | 146,294 | 146,294 | 298,848 CHF | 300,311 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 145,000 | 145,000 | 146,079 | 146,079 | 298,601 CHF | 300,062 CHF | 100.00% | 100.00% |
11/07/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 145,000 | 145,000 | 144,873 | 144,873 | 301,863 CHF | 303,313 CHF | 100.00% | 100.00% |
10/07/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 145,000 | 145,000 | 145,000 | 145,000 | 299,008 CHF | 300,458 CHF | 100.00% | 100.00% |
09/07/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 145,000 | 145,000 | 145,000 | 145,000 | 301,268 CHF | 302,718 CHF | 100.00% | 100.00% |
08/07/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 145,000 | 145,000 | 144,921 | 144,921 | 307,245 CHF | 308,695 CHF | 99.99% | 99.99% |
05/07/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 145,000 | 145,000 | 142,392 | 142,392 | 304,990 CHF | 306,414 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 145,000 | 145,000 | 145,000 | 145,000 | 301,856 CHF | 303,306 CHF | 100.00% | 100.00% |
03/07/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 145,000 | 145,000 | 145,000 | 145,000 | 306,352 CHF | 307,802 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 145,000 | 145,000 | 145,056 | 145,056 | 298,130 CHF | 299,581 CHF | 100.00% | 100.00% |