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% | 2.34 CHF | 2.35 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 268,170 CHF | 269,315 CHF | 100.00% | 100.00% |
12/07/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 267,601 CHF | 268,746 CHF | 100.00% | 100.00% |
11/07/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 115,000 | 115,000 | 114,473 | 114,473 | 262,016 CHF | 263,162 CHF | 99.99% | 99.99% |
10/07/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 115,000 | 115,000 | 119,472 | 119,472 | 268,410 CHF | 269,605 CHF | 100.00% | 100.00% |
09/07/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 267,575 CHF | 268,770 CHF | 100.00% | 100.00% |
08/07/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 120,000 | 120,000 | 119,329 | 119,329 | 270,317 CHF | 271,511 CHF | 100.00% | 100.00% |
05/07/2024 | 0.44% | 2.22 CHF | 2.23 CHF | 120,000 | 120,000 | 119,401 | 119,401 | 269,455 CHF | 270,649 CHF | 100.00% | 100.00% |
04/07/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 269,165 CHF | 270,360 CHF | 100.00% | 100.00% |
03/07/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 263,586 CHF | 264,781 CHF | 100.00% | 100.00% |
02/07/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 260,120 CHF | 261,315 CHF | 100.00% | 100.00% |