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% | 2.00 CHF | 2.01 CHF | 215,000 | 215,000 | 214,114 | 214,114 | 427,369 CHF | 429,510 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 430,395 CHF | 432,536 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 215,000 | 215,000 | 213,905 | 213,905 | 425,245 CHF | 427,386 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 215,000 | 215,000 | 214,125 | 214,125 | 424,697 CHF | 426,838 CHF | 100.00% | 100.00% |
09/07/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 220,000 | 220,000 | 216,029 | 216,029 | 423,920 CHF | 426,080 CHF | 100.00% | 100.00% |
08/07/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 430,884 CHF | 433,026 CHF | 100.00% | 100.00% |
05/07/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 428,507 CHF | 430,648 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 425,272 CHF | 427,413 CHF | 100.00% | 100.00% |
03/07/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 215,000 | 215,000 | 216,960 | 216,960 | 424,621 CHF | 426,791 CHF | 100.00% | 100.00% |
02/07/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 220,000 | 220,000 | 219,091 | 219,091 | 422,721 CHF | 424,912 CHF | 100.00% | 100.00% |