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% | 2.16 CHF | 2.17 CHF | 112,000 | 112,000 | 113,837 | 113,837 | 244,566 CHF | 245,704 CHF | 100.00% | 100.00% |
12/07/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 244,181 CHF | 245,296 CHF | 100.00% | 100.00% |
11/07/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 112,000 | 112,000 | 111,477 | 111,477 | 246,455 CHF | 247,570 CHF | 100.00% | 100.00% |
10/07/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 112,000 | 112,000 | 111,821 | 111,821 | 245,842 CHF | 246,960 CHF | 100.00% | 100.00% |
09/07/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 245,527 CHF | 246,642 CHF | 100.00% | 100.00% |
08/07/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 112,000 | 112,000 | 111,454 | 111,454 | 252,279 CHF | 253,394 CHF | 100.00% | 100.00% |
05/07/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 248,169 CHF | 249,285 CHF | 100.00% | 100.00% |
04/07/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 247,746 CHF | 248,862 CHF | 100.00% | 100.00% |
03/07/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 247,460 CHF | 248,575 CHF | 100.00% | 100.00% |
02/07/2024 | 0.45% | 2.18 CHF | 2.19 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 245,874 CHF | 246,990 CHF | 100.00% | 100.00% |