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 | 0.42% | 2.39 CHF | 2.40 CHF | 112,000 | 112,000 | 113,842 | 113,842 | 270,660 CHF | 271,798 CHF | 100.00% | 100.00% |
12/07/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 269,471 CHF | 270,586 CHF | 100.00% | 100.00% |
11/07/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 112,000 | 112,000 | 111,479 | 111,479 | 271,665 CHF | 272,780 CHF | 99.95% | 99.95% |
10/07/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 112,000 | 112,000 | 111,821 | 111,821 | 271,076 CHF | 272,195 CHF | 100.00% | 100.00% |
09/07/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 270,798 CHF | 271,914 CHF | 100.00% | 100.00% |
08/07/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 112,000 | 112,000 | 111,456 | 111,456 | 277,437 CHF | 278,551 CHF | 99.99% | 99.99% |
05/07/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 273,673 CHF | 274,789 CHF | 100.00% | 100.00% |
04/07/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 273,242 CHF | 274,358 CHF | 100.00% | 100.00% |
03/07/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 272,704 CHF | 273,819 CHF | 100.00% | 100.00% |
02/07/2024 | 0.41% | 2.40 CHF | 2.41 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 270,965 CHF | 272,080 CHF | 99.99% | 99.99% |