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 | 0.36% | 2.72 CHF | 2.73 CHF | 125,000 | 125,000 | 124,098 | 124,098 | 341,742 CHF | 342,983 CHF | 100.00% | 100.00% |
12/07/2024 | 0.36% | 2.73 CHF | 2.74 CHF | 125,000 | 125,000 | 124,275 | 124,275 | 340,360 CHF | 341,603 CHF | 100.00% | 100.00% |
11/07/2024 | 0.36% | 2.73 CHF | 2.74 CHF | 125,000 | 125,000 | 123,910 | 123,910 | 341,492 CHF | 342,732 CHF | 99.98% | 99.98% |
10/07/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 125,000 | 125,000 | 125,353 | 125,353 | 338,572 CHF | 339,825 CHF | 100.00% | 100.00% |
09/07/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 126,000 | 126,000 | 125,829 | 125,829 | 338,391 CHF | 339,649 CHF | 100.00% | 100.00% |
08/07/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 126,000 | 126,000 | 126,254 | 126,254 | 336,636 CHF | 337,899 CHF | 99.99% | 99.99% |
05/07/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 127,000 | 127,000 | 126,927 | 126,927 | 335,502 CHF | 336,771 CHF | 100.00% | 100.00% |
04/07/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 126,000 | 126,000 | 126,065 | 126,065 | 337,607 CHF | 338,868 CHF | 100.00% | 100.00% |
03/07/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 127,000 | 127,000 | 126,936 | 126,936 | 336,086 CHF | 337,355 CHF | 100.00% | 100.00% |
02/07/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 126,000 | 126,000 | 125,711 | 125,711 | 337,815 CHF | 339,072 CHF | 100.00% | 100.00% |