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 | 0.39% | 2.58 CHF | 2.59 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 245,314 CHF | 246,264 CHF | 100.00% | 100.00% |
12/07/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 241,728 CHF | 242,678 CHF | 100.00% | 100.00% |
11/07/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 100,000 | 100,000 | 99,908 | 99,908 | 240,744 CHF | 241,744 CHF | 99.99% | 99.99% |
10/07/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 238,464 CHF | 239,464 CHF | 100.00% | 100.00% |
09/07/2024 | 0.41% | 2.37 CHF | 2.38 CHF | 100,000 | 100,000 | 98,724 | 98,724 | 239,091 CHF | 240,078 CHF | 99.99% | 99.99% |
08/07/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 237,168 CHF | 238,118 CHF | 100.00% | 100.00% |
05/07/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 242,562 CHF | 243,512 CHF | 99.82% | 99.82% |
04/07/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 242,773 CHF | 243,723 CHF | 99.50% | 99.50% |
03/07/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 241,859 CHF | 242,809 CHF | 99.36% | 99.36% |
02/07/2024 | 0.40% | 2.45 CHF | 2.46 CHF | 100,000 | 100,000 | 95,700 | 95,700 | 235,964 CHF | 236,921 CHF | 100.00% | 100.00% |