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 | 0.50% | 1.95 CHF | 1.96 CHF | 125,000 | 125,000 | 124,098 | 124,098 | 246,195 CHF | 247,436 CHF | 100.00% | 100.00% |
12/07/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 125,000 | 125,000 | 124,275 | 124,275 | 244,700 CHF | 245,943 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 1.96 CHF | 1.97 CHF | 125,000 | 125,000 | 123,902 | 123,902 | 246,127 CHF | 247,368 CHF | 100.00% | 100.00% |
10/07/2024 | 0.52% | 1.95 CHF | 1.96 CHF | 125,000 | 125,000 | 125,353 | 125,353 | 242,175 CHF | 243,428 CHF | 100.00% | 100.00% |
09/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 126,000 | 126,000 | 125,814 | 125,814 | 241,642 CHF | 242,900 CHF | 100.00% | 100.00% |
08/07/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 126,000 | 126,000 | 126,254 | 126,254 | 239,581 CHF | 240,843 CHF | 100.00% | 100.00% |
05/07/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 127,000 | 127,000 | 126,927 | 126,927 | 237,977 CHF | 239,246 CHF | 100.00% | 100.00% |
04/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 126,000 | 126,000 | 126,065 | 126,065 | 240,863 CHF | 242,124 CHF | 100.00% | 100.00% |
03/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 127,000 | 127,000 | 126,936 | 126,936 | 238,584 CHF | 239,853 CHF | 100.00% | 100.00% |
02/07/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 126,000 | 126,000 | 125,711 | 125,711 | 241,260 CHF | 242,517 CHF | 100.00% | 100.00% |