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 | 0.44% | 2.27 CHF | 2.28 CHF | 112,000 | 112,000 | 113,836 | 113,836 | 256,436 CHF | 257,575 CHF | 100.00% | 100.00% |
12/07/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 255,548 CHF | 256,664 CHF | 99.99% | 99.99% |
11/07/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 112,000 | 112,000 | 111,476 | 111,476 | 257,865 CHF | 258,981 CHF | 100.00% | 100.00% |
10/07/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 112,000 | 112,000 | 111,822 | 111,822 | 257,227 CHF | 258,346 CHF | 100.00% | 100.00% |
09/07/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 256,928 CHF | 258,043 CHF | 100.00% | 100.00% |
08/07/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 112,000 | 112,000 | 111,454 | 111,454 | 263,902 CHF | 265,016 CHF | 99.99% | 99.99% |
05/07/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 259,902 CHF | 261,017 CHF | 100.00% | 100.00% |
04/07/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 259,398 CHF | 260,513 CHF | 100.00% | 100.00% |
03/07/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 258,823 CHF | 259,938 CHF | 100.00% | 100.00% |
02/07/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 257,207 CHF | 258,323 CHF | 99.99% | 99.99% |