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 | 0.53% | 1.87 CHF | 1.88 CHF | 215,000 | 215,000 | 214,114 | 214,114 | 400,598 CHF | 402,739 CHF | 100.00% | 100.00% |
12/07/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 403,735 CHF | 405,876 CHF | 99.95% | 99.95% |
11/07/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 215,000 | 215,000 | 213,907 | 213,907 | 398,807 CHF | 400,948 CHF | 99.74% | 99.74% |
10/07/2024 | 0.54% | 1.88 CHF | 1.89 CHF | 215,000 | 215,000 | 214,126 | 214,126 | 397,914 CHF | 400,055 CHF | 99.99% | 99.99% |
09/07/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 220,000 | 220,000 | 216,030 | 216,030 | 397,450 CHF | 399,610 CHF | 100.00% | 100.00% |
08/07/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 404,119 CHF | 406,261 CHF | 100.00% | 100.00% |
05/07/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 401,926 CHF | 404,067 CHF | 99.91% | 99.91% |
04/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 398,884 CHF | 401,025 CHF | 100.00% | 100.00% |
03/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 215,000 | 215,000 | 216,959 | 216,959 | 397,487 CHF | 399,656 CHF | 100.00% | 100.00% |
02/07/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 220,000 | 220,000 | 219,091 | 219,091 | 395,936 CHF | 398,127 CHF | 100.00% | 100.00% |