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 | 0.48% | 2.10 CHF | 2.11 CHF | 112,000 | 112,000 | 113,841 | 113,841 | 237,614 CHF | 238,752 CHF | 100.00% | 100.00% |
12/07/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 237,125 CHF | 238,241 CHF | 100.00% | 100.00% |
11/07/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 112,000 | 112,000 | 111,473 | 111,473 | 239,364 CHF | 240,479 CHF | 99.98% | 99.98% |
10/07/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 112,000 | 112,000 | 111,821 | 111,821 | 238,768 CHF | 239,886 CHF | 100.00% | 100.00% |
09/07/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 238,541 CHF | 239,656 CHF | 100.00% | 100.00% |
08/07/2024 | 0.45% | 2.18 CHF | 2.19 CHF | 112,000 | 112,000 | 111,454 | 111,454 | 245,232 CHF | 246,346 CHF | 99.99% | 99.99% |
05/07/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 241,399 CHF | 242,514 CHF | 100.00% | 100.00% |
04/07/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 240,979 CHF | 242,094 CHF | 100.00% | 100.00% |
03/07/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 240,417 CHF | 241,532 CHF | 99.99% | 99.99% |
02/07/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 238,792 CHF | 239,908 CHF | 100.00% | 100.00% |