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 | 0.43% | 2.33 CHF | 2.34 CHF | 112,000 | 112,000 | 113,840 | 113,840 | 264,013 CHF | 265,151 CHF | 100.00% | 100.00% |
12/07/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 262,952 CHF | 264,067 CHF | 100.00% | 100.00% |
11/07/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 112,000 | 112,000 | 111,481 | 111,481 | 265,175 CHF | 266,291 CHF | 99.99% | 99.99% |
10/07/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 112,000 | 112,000 | 111,823 | 111,823 | 264,598 CHF | 265,716 CHF | 100.00% | 100.00% |
09/07/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 264,497 CHF | 265,613 CHF | 100.00% | 100.00% |
08/07/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 112,000 | 112,000 | 111,456 | 111,456 | 271,211 CHF | 272,325 CHF | 99.99% | 99.99% |
05/07/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 267,153 CHF | 268,269 CHF | 100.00% | 100.00% |
04/07/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 266,726 CHF | 267,841 CHF | 100.00% | 100.00% |
03/07/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 266,173 CHF | 267,288 CHF | 99.99% | 99.99% |
02/07/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 264,471 CHF | 265,587 CHF | 100.00% | 100.00% |