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% | 2.36 CHF | 2.37 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 270,300 CHF | 271,445 CHF | 100.00% | 100.00% |
12/07/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 269,739 CHF | 270,884 CHF | 99.98% | 99.98% |
11/07/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 115,000 | 115,000 | 114,471 | 114,471 | 264,087 CHF | 265,232 CHF | 99.99% | 99.99% |
10/07/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 115,000 | 115,000 | 119,472 | 119,472 | 270,646 CHF | 271,840 CHF | 100.00% | 100.00% |
09/07/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 269,783 CHF | 270,978 CHF | 99.94% | 99.94% |
08/07/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 120,000 | 120,000 | 119,330 | 119,330 | 272,567 CHF | 273,760 CHF | 100.00% | 100.00% |
05/07/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 120,000 | 120,000 | 119,400 | 119,400 | 271,681 CHF | 272,875 CHF | 99.91% | 99.91% |
04/07/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 271,369 CHF | 272,564 CHF | 100.00% | 100.00% |
03/07/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 265,791 CHF | 266,986 CHF | 100.00% | 100.00% |
02/07/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 120,000 | 120,000 | 119,503 | 119,503 | 262,303 CHF | 263,498 CHF | 99.66% | 99.66% |