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 | 0.45% | 2.18 CHF | 2.19 CHF | 125,000 | 125,000 | 124,098 | 124,098 | 274,300 CHF | 275,541 CHF | 100.00% | 100.00% |
12/07/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 125,000 | 125,000 | 124,275 | 124,275 | 272,999 CHF | 274,241 CHF | 100.00% | 100.00% |
11/07/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 125,000 | 125,000 | 123,900 | 123,900 | 274,250 CHF | 275,490 CHF | 100.00% | 100.00% |
10/07/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 125,000 | 125,000 | 125,353 | 125,353 | 270,655 CHF | 271,909 CHF | 100.00% | 100.00% |
09/07/2024 | 0.46% | 2.14 CHF | 2.15 CHF | 126,000 | 126,000 | 125,814 | 125,814 | 270,223 CHF | 271,481 CHF | 99.87% | 99.87% |
08/07/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 126,000 | 126,000 | 126,255 | 126,255 | 268,276 CHF | 269,539 CHF | 99.69% | 99.69% |
05/07/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 127,000 | 127,000 | 126,927 | 126,927 | 266,816 CHF | 268,085 CHF | 100.00% | 100.00% |
04/07/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 126,000 | 126,000 | 126,065 | 126,065 | 269,382 CHF | 270,643 CHF | 100.00% | 100.00% |
03/07/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 127,000 | 127,000 | 126,936 | 126,936 | 267,429 CHF | 268,698 CHF | 100.00% | 100.00% |
02/07/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 126,000 | 126,000 | 125,710 | 125,710 | 269,802 CHF | 271,059 CHF | 100.00% | 100.00% |