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% | 2.80 CHF | 2.81 CHF | 45,000 | 45,000 | 44,908 | 44,908 | 127,045 CHF | 127,494 CHF | 99.99% | 99.99% |
12/07/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 125,919 CHF | 126,369 CHF | 100.00% | 100.00% |
11/07/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 45,000 | 45,000 | 44,893 | 44,893 | 127,641 CHF | 128,090 CHF | 99.97% | 99.97% |
10/07/2024 | 0.36% | 2.83 CHF | 2.84 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 125,937 CHF | 126,387 CHF | 100.00% | 100.00% |
09/07/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 45,000 | 45,000 | 44,947 | 44,947 | 124,355 CHF | 124,805 CHF | 100.00% | 100.00% |
08/07/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 45,000 | 45,000 | 45,006 | 45,006 | 124,327 CHF | 124,777 CHF | 99.69% | 99.69% |
05/07/2024 | 0.37% | 2.65 CHF | 2.66 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 123,044 CHF | 123,504 CHF | 100.00% | 100.00% |
04/07/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 122,732 CHF | 123,192 CHF | 100.00% | 100.00% |
03/07/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 46,000 | 46,000 | 46,243 | 46,243 | 119,281 CHF | 119,744 CHF | 100.00% | 100.00% |
02/07/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 121,513 CHF | 121,973 CHF | 100.00% | 100.00% |