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 | 0.49% | 2.05 CHF | 2.06 CHF | 112,000 | 112,000 | 113,836 | 113,836 | 231,200 CHF | 232,338 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 230,852 CHF | 231,967 CHF | 100.00% | 100.00% |
11/07/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 112,000 | 112,000 | 111,476 | 111,476 | 233,423 CHF | 234,539 CHF | 100.00% | 100.00% |
10/07/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 112,000 | 112,000 | 111,822 | 111,822 | 232,746 CHF | 233,865 CHF | 100.00% | 100.00% |
09/07/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 232,567 CHF | 233,682 CHF | 100.00% | 100.00% |
08/07/2024 | 0.46% | 2.12 CHF | 2.13 CHF | 112,000 | 112,000 | 111,453 | 111,453 | 239,281 CHF | 240,395 CHF | 100.00% | 100.00% |
05/07/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 235,204 CHF | 236,319 CHF | 100.00% | 100.00% |
04/07/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 234,726 CHF | 235,842 CHF | 100.00% | 100.00% |
03/07/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 234,154 CHF | 235,270 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 232,854 CHF | 233,969 CHF | 99.99% | 99.99% |