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 | 0.41% | 2.44 CHF | 2.45 CHF | 215,000 | 215,000 | 214,114 | 214,114 | 522,608 CHF | 524,749 CHF | 100.00% | 100.00% |
12/07/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 525,627 CHF | 527,768 CHF | 100.00% | 100.00% |
11/07/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 215,000 | 215,000 | 213,913 | 213,913 | 520,461 CHF | 522,602 CHF | 99.99% | 99.99% |
10/07/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 215,000 | 215,000 | 214,124 | 214,124 | 519,894 CHF | 522,036 CHF | 100.00% | 100.00% |
09/07/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 220,000 | 220,000 | 216,030 | 216,030 | 520,087 CHF | 522,247 CHF | 100.00% | 100.00% |
08/07/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 525,498 CHF | 527,640 CHF | 100.00% | 100.00% |
05/07/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 523,605 CHF | 525,746 CHF | 100.00% | 100.00% |
04/07/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 520,250 CHF | 522,392 CHF | 100.00% | 100.00% |
03/07/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 215,000 | 215,000 | 216,962 | 216,962 | 520,701 CHF | 522,871 CHF | 100.00% | 100.00% |
02/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 220,000 | 220,000 | 219,091 | 219,091 | 519,514 CHF | 521,705 CHF | 99.99% | 99.99% |