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 | 0.34% | 2.86 CHF | 2.87 CHF | 125,000 | 125,000 | 124,098 | 124,098 | 359,274 CHF | 360,515 CHF | 99.99% | 99.99% |
12/07/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 125,000 | 125,000 | 124,275 | 124,275 | 357,911 CHF | 359,154 CHF | 100.00% | 100.00% |
11/07/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 125,000 | 125,000 | 123,911 | 123,911 | 358,969 CHF | 360,210 CHF | 99.99% | 99.99% |
10/07/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 125,000 | 125,000 | 125,353 | 125,353 | 356,297 CHF | 357,550 CHF | 100.00% | 100.00% |
09/07/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 126,000 | 126,000 | 125,813 | 125,813 | 356,188 CHF | 357,447 CHF | 100.00% | 100.00% |
08/07/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 126,000 | 126,000 | 126,255 | 126,255 | 354,495 CHF | 355,758 CHF | 100.00% | 100.00% |
05/07/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 127,000 | 127,000 | 126,927 | 126,927 | 353,463 CHF | 354,732 CHF | 100.00% | 100.00% |
04/07/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 126,000 | 126,000 | 126,065 | 126,065 | 355,496 CHF | 356,757 CHF | 100.00% | 100.00% |
03/07/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 127,000 | 127,000 | 126,936 | 126,936 | 354,039 CHF | 355,308 CHF | 100.00% | 100.00% |
02/07/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 126,000 | 126,000 | 125,711 | 125,711 | 355,613 CHF | 356,870 CHF | 100.00% | 100.00% |