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 | 0.38% | 2.63 CHF | 2.64 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 301,774 CHF | 302,920 CHF | 100.00% | 100.00% |
12/07/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 301,069 CHF | 302,214 CHF | 100.00% | 100.00% |
11/07/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 115,000 | 115,000 | 114,465 | 114,465 | 295,424 CHF | 296,569 CHF | 99.74% | 99.74% |
10/07/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 115,000 | 115,000 | 119,472 | 119,472 | 303,220 CHF | 304,415 CHF | 100.00% | 100.00% |
09/07/2024 | 0.39% | 2.51 CHF | 2.52 CHF | 120,000 | 120,000 | 119,502 | 119,502 | 302,369 CHF | 303,564 CHF | 99.31% | 99.31% |
08/07/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 120,000 | 120,000 | 119,329 | 119,329 | 305,021 CHF | 306,214 CHF | 100.00% | 100.00% |
05/07/2024 | 0.39% | 2.51 CHF | 2.52 CHF | 120,000 | 120,000 | 119,400 | 119,400 | 304,219 CHF | 305,413 CHF | 99.95% | 99.95% |
04/07/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 120,000 | 120,000 | 119,504 | 119,504 | 303,970 CHF | 305,165 CHF | 99.83% | 99.83% |
03/07/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 120,000 | 120,000 | 119,504 | 119,504 | 298,385 CHF | 299,580 CHF | 99.74% | 99.74% |
02/07/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 120,000 | 120,000 | 119,504 | 119,504 | 294,788 CHF | 295,983 CHF | 99.83% | 99.83% |