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 | 0.44% | 2.24 CHF | 2.25 CHF | 125,000 | 125,000 | 124,098 | 124,098 | 282,260 CHF | 283,501 CHF | 100.00% | 100.00% |
12/07/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 125,000 | 125,000 | 124,275 | 124,275 | 280,801 CHF | 282,044 CHF | 100.00% | 100.00% |
11/07/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 125,000 | 125,000 | 123,905 | 123,905 | 282,110 CHF | 283,351 CHF | 100.00% | 100.00% |
10/07/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 125,000 | 125,000 | 125,353 | 125,353 | 278,523 CHF | 279,776 CHF | 100.00% | 100.00% |
09/07/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 126,000 | 126,000 | 125,828 | 125,828 | 278,141 CHF | 279,399 CHF | 100.00% | 100.00% |
08/07/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 126,000 | 126,000 | 126,254 | 126,254 | 276,162 CHF | 277,424 CHF | 100.00% | 100.00% |
05/07/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 127,000 | 127,000 | 126,927 | 126,927 | 274,721 CHF | 275,990 CHF | 100.00% | 100.00% |
04/07/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 126,000 | 126,000 | 126,065 | 126,065 | 277,311 CHF | 278,571 CHF | 100.00% | 100.00% |
03/07/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 127,000 | 127,000 | 126,936 | 126,936 | 275,308 CHF | 276,577 CHF | 100.00% | 100.00% |
02/07/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 126,000 | 126,000 | 125,710 | 125,710 | 277,674 CHF | 278,931 CHF | 99.99% | 99.99% |