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 | 0.62% | 2.51 CHF | 2.52 CHF | 240,000 | 240,000 | 107,264 | 107,264 | 267,981 CHF | 269,375 CHF | 99.98% | 99.98% |
12/07/2024 | 0.63% | 2.52 CHF | 2.53 CHF | 240,000 | 240,000 | 107,376 | 107,376 | 266,395 CHF | 267,790 CHF | 100.00% | 100.00% |
11/07/2024 | 0.64% | 2.43 CHF | 2.44 CHF | 240,000 | 240,000 | 106,912 | 106,912 | 259,355 CHF | 260,750 CHF | 100.00% | 100.00% |
10/07/2024 | 0.65% | 2.39 CHF | 2.40 CHF | 240,000 | 240,000 | 107,361 | 107,361 | 256,469 CHF | 257,864 CHF | 100.00% | 100.00% |
09/07/2024 | 0.64% | 2.40 CHF | 2.41 CHF | 240,000 | 240,000 | 107,365 | 107,365 | 257,479 CHF | 258,874 CHF | 100.00% | 100.00% |
08/07/2024 | 0.63% | 2.42 CHF | 2.43 CHF | 240,000 | 240,000 | 107,377 | 107,377 | 261,756 CHF | 263,151 CHF | 100.00% | 100.00% |
05/07/2024 | 0.63% | 2.44 CHF | 2.45 CHF | 240,000 | 240,000 | 107,067 | 107,067 | 262,001 CHF | 263,394 CHF | 99.70% | 99.70% |
04/07/2024 | 0.62% | 2.46 CHF | 2.47 CHF | 96,000 | 96,000 | 76,587 | 76,587 | 189,344 CHF | 190,433 CHF | 98.81% | 98.81% |
03/07/2024 | 0.62% | 2.52 CHF | 2.53 CHF | 230,000 | 230,000 | 104,410 | 104,410 | 261,150 CHF | 262,503 CHF | 99.35% | 99.35% |
02/07/2024 | 0.62% | 2.50 CHF | 2.51 CHF | 230,000 | 230,000 | 103,124 | 103,124 | 259,232 CHF | 260,574 CHF | 100.00% | 100.00% |