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 | 0.60% | 2.60 CHF | 2.61 CHF | 240,000 | 240,000 | 107,275 | 107,275 | 277,386 CHF | 278,780 CHF | 99.99% | 99.99% |
12/07/2024 | 0.61% | 2.61 CHF | 2.62 CHF | 240,000 | 240,000 | 107,375 | 107,375 | 275,832 CHF | 277,227 CHF | 100.00% | 100.00% |
11/07/2024 | 0.62% | 2.52 CHF | 2.53 CHF | 240,000 | 240,000 | 106,902 | 106,902 | 268,633 CHF | 270,027 CHF | 99.99% | 99.99% |
10/07/2024 | 0.63% | 2.48 CHF | 2.49 CHF | 240,000 | 240,000 | 107,361 | 107,361 | 265,841 CHF | 267,235 CHF | 100.00% | 100.00% |
09/07/2024 | 0.62% | 2.48 CHF | 2.49 CHF | 240,000 | 240,000 | 107,366 | 107,366 | 266,836 CHF | 268,230 CHF | 100.00% | 100.00% |
08/07/2024 | 0.61% | 2.51 CHF | 2.52 CHF | 240,000 | 240,000 | 107,376 | 107,376 | 271,023 CHF | 272,417 CHF | 100.00% | 100.00% |
05/07/2024 | 0.61% | 2.53 CHF | 2.54 CHF | 240,000 | 240,000 | 107,074 | 107,074 | 271,397 CHF | 272,790 CHF | 99.71% | 99.71% |
04/07/2024 | 0.60% | 2.55 CHF | 2.56 CHF | 96,000 | 96,000 | 76,588 | 76,588 | 195,971 CHF | 197,059 CHF | 98.81% | 98.81% |
03/07/2024 | 0.60% | 2.60 CHF | 2.61 CHF | 230,000 | 230,000 | 104,407 | 104,407 | 270,096 CHF | 271,448 CHF | 99.36% | 99.36% |
02/07/2024 | 0.59% | 2.59 CHF | 2.60 CHF | 230,000 | 230,000 | 103,114 | 103,114 | 268,276 CHF | 269,618 CHF | 99.99% | 99.99% |