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% | 2.23 CHF | 2.24 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 212,075 CHF | 213,025 CHF | 100.00% | 100.00% |
12/07/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 208,554 CHF | 209,504 CHF | 100.00% | 100.00% |
11/07/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 100,000 | 100,000 | 99,903 | 99,903 | 205,939 CHF | 206,939 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 203,689 CHF | 204,689 CHF | 99.99% | 99.99% |
09/07/2024 | 0.48% | 2.03 CHF | 2.04 CHF | 100,000 | 100,000 | 98,724 | 98,724 | 205,032 CHF | 206,019 CHF | 100.00% | 100.00% |
08/07/2024 | 0.46% | 2.12 CHF | 2.13 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 204,279 CHF | 205,229 CHF | 100.00% | 100.00% |
05/07/2024 | 0.45% | 2.17 CHF | 2.18 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 209,433 CHF | 210,383 CHF | 99.81% | 99.81% |
04/07/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 209,876 CHF | 210,826 CHF | 99.49% | 99.49% |
03/07/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 208,982 CHF | 209,932 CHF | 99.35% | 99.35% |
02/07/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 100,000 | 100,000 | 95,699 | 95,699 | 202,926 CHF | 203,883 CHF | 100.00% | 100.00% |