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% | 2.64 CHF | 2.65 CHF | 125,000 | 125,000 | 124,098 | 124,098 | 330,972 CHF | 332,213 CHF | 100.00% | 100.00% |
12/07/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 125,000 | 125,000 | 124,275 | 124,275 | 329,638 CHF | 330,881 CHF | 100.00% | 100.00% |
11/07/2024 | 0.37% | 2.65 CHF | 2.66 CHF | 125,000 | 125,000 | 123,908 | 123,908 | 330,735 CHF | 331,975 CHF | 100.00% | 100.00% |
10/07/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 125,000 | 125,000 | 125,353 | 125,353 | 327,708 CHF | 328,962 CHF | 100.00% | 100.00% |
09/07/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 126,000 | 126,000 | 125,814 | 125,814 | 327,621 CHF | 328,879 CHF | 100.00% | 100.00% |
08/07/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 126,000 | 126,000 | 126,255 | 126,255 | 325,800 CHF | 327,062 CHF | 99.70% | 99.70% |
05/07/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 127,000 | 127,000 | 126,927 | 126,927 | 324,621 CHF | 325,890 CHF | 100.00% | 100.00% |
04/07/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 126,000 | 126,000 | 126,065 | 126,065 | 326,834 CHF | 328,094 CHF | 100.00% | 100.00% |
03/07/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 127,000 | 127,000 | 126,936 | 126,936 | 325,193 CHF | 326,462 CHF | 100.00% | 100.00% |
02/07/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 126,000 | 126,000 | 125,711 | 125,711 | 326,978 CHF | 328,235 CHF | 99.99% | 99.99% |