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 | 0.47% | 2.13 CHF | 2.14 CHF | 215,000 | 215,000 | 214,114 | 214,114 | 456,168 CHF | 458,309 CHF | 99.99% | 99.99% |
12/07/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 459,240 CHF | 461,381 CHF | 99.94% | 99.94% |
11/07/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 215,000 | 215,000 | 213,996 | 213,996 | 454,761 CHF | 456,902 CHF | 99.69% | 99.69% |
10/07/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 215,000 | 215,000 | 214,124 | 214,124 | 453,662 CHF | 455,803 CHF | 99.99% | 99.99% |
09/07/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 220,000 | 220,000 | 216,031 | 216,031 | 453,374 CHF | 455,534 CHF | 99.97% | 99.97% |
08/07/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 459,351 CHF | 461,492 CHF | 99.99% | 99.99% |
05/07/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 215,000 | 215,000 | 214,110 | 214,110 | 457,402 CHF | 459,543 CHF | 99.62% | 99.62% |
04/07/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 454,147 CHF | 456,289 CHF | 100.00% | 100.00% |
03/07/2024 | 0.48% | 2.12 CHF | 2.13 CHF | 215,000 | 215,000 | 216,959 | 216,959 | 454,065 CHF | 456,235 CHF | 99.87% | 99.87% |
02/07/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 220,000 | 220,000 | 219,090 | 219,090 | 452,478 CHF | 454,669 CHF | 99.92% | 99.92% |