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% | 2.06 CHF | 2.07 CHF | 112,000 | 112,000 | 113,837 | 113,837 | 233,185 CHF | 234,323 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 232,783 CHF | 233,899 CHF | 100.00% | 100.00% |
11/07/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 112,000 | 112,000 | 111,472 | 111,472 | 235,038 CHF | 236,154 CHF | 99.99% | 99.99% |
10/07/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 112,000 | 112,000 | 111,821 | 111,821 | 234,426 CHF | 235,544 CHF | 100.00% | 100.00% |
09/07/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 234,423 CHF | 235,538 CHF | 100.00% | 100.00% |
08/07/2024 | 0.46% | 2.14 CHF | 2.15 CHF | 112,000 | 112,000 | 111,454 | 111,454 | 241,204 CHF | 242,318 CHF | 100.00% | 100.00% |
05/07/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 237,051 CHF | 238,167 CHF | 100.00% | 100.00% |
04/07/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 236,634 CHF | 237,749 CHF | 100.00% | 100.00% |
03/07/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 236,077 CHF | 237,193 CHF | 100.00% | 100.00% |
02/07/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 234,463 CHF | 235,579 CHF | 99.99% | 99.99% |