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 | 0.35% | 2.78 CHF | 2.79 CHF | 45,000 | 45,000 | 44,908 | 44,908 | 126,296 CHF | 126,745 CHF | 100.00% | 100.00% |
12/07/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 125,177 CHF | 125,627 CHF | 100.00% | 100.00% |
11/07/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 45,000 | 45,000 | 44,893 | 44,893 | 126,889 CHF | 127,338 CHF | 99.99% | 99.99% |
10/07/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 125,168 CHF | 125,618 CHF | 100.00% | 100.00% |
09/07/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 45,000 | 45,000 | 44,947 | 44,947 | 123,588 CHF | 124,038 CHF | 100.00% | 100.00% |
08/07/2024 | 0.36% | 2.72 CHF | 2.73 CHF | 45,000 | 45,000 | 45,006 | 45,006 | 123,591 CHF | 124,041 CHF | 100.00% | 100.00% |
05/07/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 122,259 CHF | 122,719 CHF | 99.99% | 99.99% |
04/07/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 121,956 CHF | 122,416 CHF | 100.00% | 100.00% |
03/07/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 46,000 | 46,000 | 46,243 | 46,243 | 118,503 CHF | 118,965 CHF | 100.00% | 100.00% |
02/07/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 120,728 CHF | 121,188 CHF | 100.00% | 100.00% |