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 | 0.45% | 2.20 CHF | 2.21 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 252,458 CHF | 253,603 CHF | 100.00% | 100.00% |
12/07/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 251,823 CHF | 252,968 CHF | 99.99% | 99.99% |
11/07/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 115,000 | 115,000 | 114,465 | 114,465 | 246,290 CHF | 247,435 CHF | 99.85% | 99.85% |
10/07/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 115,000 | 115,000 | 119,472 | 119,472 | 252,021 CHF | 253,216 CHF | 100.00% | 100.00% |
09/07/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 120,000 | 120,000 | 119,503 | 119,503 | 251,169 CHF | 252,364 CHF | 99.48% | 99.48% |
08/07/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 120,000 | 120,000 | 119,330 | 119,330 | 253,974 CHF | 255,167 CHF | 100.00% | 100.00% |
05/07/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 120,000 | 120,000 | 119,400 | 119,400 | 253,125 CHF | 254,319 CHF | 99.97% | 99.97% |
04/07/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 120,000 | 120,000 | 119,504 | 119,504 | 252,779 CHF | 253,974 CHF | 99.85% | 99.85% |
03/07/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 247,305 CHF | 248,501 CHF | 99.97% | 99.97% |
02/07/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 243,791 CHF | 244,986 CHF | 99.90% | 99.90% |