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 | 0.37% | 2.71 CHF | 2.72 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 147,423 CHF | 147,963 CHF | 100.00% | 100.00% |
12/07/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 145,351 CHF | 145,891 CHF | 99.99% | 99.99% |
11/07/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 54,000 | 54,000 | 53,948 | 53,948 | 146,475 CHF | 147,015 CHF | 99.99% | 99.99% |
10/07/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 144,044 CHF | 144,584 CHF | 100.00% | 100.00% |
09/07/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 54,000 | 54,000 | 53,940 | 53,940 | 145,546 CHF | 146,086 CHF | 100.00% | 100.00% |
08/07/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 54,000 | 54,000 | 54,541 | 54,541 | 143,211 CHF | 143,757 CHF | 99.72% | 99.72% |
05/07/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 142,792 CHF | 143,352 CHF | 100.00% | 100.00% |
04/07/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 142,294 CHF | 142,854 CHF | 100.00% | 100.00% |
03/07/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 140,293 CHF | 140,853 CHF | 100.00% | 100.00% |
02/07/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 56,000 | 56,000 | 55,920 | 55,920 | 141,500 CHF | 142,059 CHF | 99.98% | 99.98% |