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 | 0.41% | 2.41 CHF | 2.42 CHF | 125,000 | 125,000 | 124,098 | 124,098 | 302,323 CHF | 303,564 CHF | 100.00% | 100.00% |
12/07/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 125,000 | 125,000 | 124,275 | 124,275 | 300,915 CHF | 302,158 CHF | 100.00% | 100.00% |
11/07/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 125,000 | 125,000 | 123,904 | 123,904 | 302,083 CHF | 303,323 CHF | 99.98% | 99.98% |
10/07/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 125,000 | 125,000 | 125,353 | 125,353 | 298,790 CHF | 300,043 CHF | 100.00% | 100.00% |
09/07/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 126,000 | 126,000 | 125,813 | 125,813 | 298,510 CHF | 299,768 CHF | 100.00% | 100.00% |
08/07/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 126,000 | 126,000 | 126,255 | 126,255 | 296,621 CHF | 297,883 CHF | 99.70% | 99.70% |
05/07/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 127,000 | 127,000 | 126,926 | 126,926 | 295,319 CHF | 296,589 CHF | 100.00% | 100.00% |
04/07/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 126,000 | 126,000 | 126,065 | 126,065 | 297,753 CHF | 299,014 CHF | 100.00% | 100.00% |
03/07/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 127,000 | 127,000 | 126,936 | 126,936 | 295,904 CHF | 297,173 CHF | 100.00% | 100.00% |
02/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 126,000 | 126,000 | 125,711 | 125,711 | 297,985 CHF | 299,242 CHF | 100.00% | 100.00% |