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% | 2.38 CHF | 2.39 CHF | 215,000 | 215,000 | 214,114 | 214,114 | 509,300 CHF | 511,441 CHF | 100.00% | 100.00% |
12/07/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 512,187 CHF | 514,328 CHF | 99.94% | 99.94% |
11/07/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 215,000 | 215,000 | 213,996 | 213,996 | 507,214 CHF | 509,355 CHF | 99.72% | 99.72% |
10/07/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 215,000 | 215,000 | 214,124 | 214,124 | 506,275 CHF | 508,416 CHF | 100.00% | 100.00% |
09/07/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 220,000 | 220,000 | 216,030 | 216,030 | 506,181 CHF | 508,342 CHF | 99.80% | 99.80% |
08/07/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 215,000 | 215,000 | 214,112 | 214,112 | 512,305 CHF | 514,446 CHF | 99.86% | 99.86% |
05/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 215,000 | 215,000 | 214,109 | 214,109 | 509,637 CHF | 511,778 CHF | 99.56% | 99.56% |
04/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 506,906 CHF | 509,048 CHF | 100.00% | 100.00% |
03/07/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 215,000 | 215,000 | 216,962 | 216,962 | 507,264 CHF | 509,434 CHF | 99.99% | 99.99% |
02/07/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 220,000 | 220,000 | 219,088 | 219,088 | 505,975 CHF | 508,165 CHF | 99.73% | 99.73% |