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 | 0.37% | 2.73 CHF | 2.74 CHF | 92,000 | 92,000 | 91,991 | 91,991 | 249,559 CHF | 250,479 CHF | 100.00% | 100.00% |
12/07/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 92,000 | 92,000 | 92,000 | 92,000 | 248,809 CHF | 249,729 CHF | 100.00% | 100.00% |
11/07/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 92,000 | 92,000 | 91,920 | 91,920 | 247,624 CHF | 248,544 CHF | 100.00% | 100.00% |
10/07/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 92,000 | 92,000 | 92,000 | 92,000 | 244,287 CHF | 245,207 CHF | 100.00% | 100.00% |
09/07/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 92,000 | 92,000 | 92,000 | 92,000 | 242,756 CHF | 243,676 CHF | 100.00% | 100.00% |
08/07/2024 | 0.36% | 2.69 CHF | 2.70 CHF | 92,000 | 92,000 | 90,113 | 90,113 | 246,636 CHF | 247,537 CHF | 99.99% | 99.99% |
05/07/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 92,000 | 92,000 | 92,000 | 92,000 | 248,794 CHF | 249,714 CHF | 100.00% | 100.00% |
04/07/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 92,000 | 92,000 | 92,000 | 92,000 | 249,698 CHF | 250,618 CHF | 100.00% | 100.00% |
03/07/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 92,000 | 92,000 | 92,035 | 92,035 | 242,401 CHF | 243,321 CHF | 100.00% | 100.00% |
02/07/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 96,000 | 96,000 | 96,000 | 96,000 | 245,837 CHF | 246,797 CHF | 99.98% | 99.98% |