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 | 0.46% | 2.19 CHF | 2.20 CHF | 112,000 | 112,000 | 113,840 | 113,840 | 247,887 CHF | 249,026 CHF | 100.00% | 100.00% |
12/07/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 247,184 CHF | 248,299 CHF | 100.00% | 100.00% |
11/07/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 112,000 | 112,000 | 111,479 | 111,479 | 249,415 CHF | 250,531 CHF | 99.99% | 99.99% |
10/07/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 112,000 | 112,000 | 111,821 | 111,821 | 248,823 CHF | 249,941 CHF | 100.00% | 100.00% |
09/07/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 248,783 CHF | 249,899 CHF | 100.00% | 100.00% |
08/07/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 112,000 | 112,000 | 111,454 | 111,454 | 255,520 CHF | 256,634 CHF | 99.99% | 99.99% |
05/07/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 251,433 CHF | 252,549 CHF | 100.00% | 100.00% |
04/07/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 251,008 CHF | 252,124 CHF | 100.00% | 100.00% |
03/07/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 250,450 CHF | 251,566 CHF | 99.99% | 99.99% |
02/07/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 248,793 CHF | 249,909 CHF | 100.00% | 100.00% |