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 | 0.51% | 1.99 CHF | 2.00 CHF | 112,000 | 112,000 | 113,836 | 113,836 | 224,511 CHF | 225,649 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 224,286 CHF | 225,402 CHF | 100.00% | 100.00% |
11/07/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 112,000 | 112,000 | 111,473 | 111,473 | 226,642 CHF | 227,758 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 112,000 | 112,000 | 111,822 | 111,822 | 225,963 CHF | 227,081 CHF | 100.00% | 100.00% |
09/07/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 225,770 CHF | 226,885 CHF | 100.00% | 100.00% |
08/07/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 112,000 | 112,000 | 111,454 | 111,454 | 232,793 CHF | 233,908 CHF | 99.99% | 99.99% |
05/07/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 228,699 CHF | 229,815 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 228,222 CHF | 229,337 CHF | 100.00% | 100.00% |
03/07/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 227,658 CHF | 228,773 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 2.00 CHF | 2.01 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 226,091 CHF | 227,206 CHF | 99.99% | 99.99% |