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 | 301,067 CHF | 302,213 CHF | 100.00% | 100.00% |
12/07/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 300,402 CHF | 301,547 CHF | 100.00% | 100.00% |
11/07/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 115,000 | 115,000 | 114,468 | 114,468 | 294,695 CHF | 295,840 CHF | 100.00% | 100.00% |
10/07/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 115,000 | 115,000 | 119,472 | 119,472 | 302,569 CHF | 303,764 CHF | 100.00% | 100.00% |
09/07/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 301,612 CHF | 302,807 CHF | 100.00% | 100.00% |
08/07/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 120,000 | 120,000 | 119,330 | 119,330 | 304,344 CHF | 305,537 CHF | 100.00% | 100.00% |
05/07/2024 | 0.39% | 2.51 CHF | 2.52 CHF | 120,000 | 120,000 | 119,401 | 119,401 | 303,544 CHF | 304,738 CHF | 100.00% | 100.00% |
04/07/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 303,253 CHF | 304,448 CHF | 100.00% | 100.00% |
03/07/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 297,689 CHF | 298,884 CHF | 100.00% | 100.00% |
02/07/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 294,078 CHF | 295,273 CHF | 100.00% | 100.00% |