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 | 0.43% | 2.32 CHF | 2.33 CHF | 112,000 | 112,000 | 113,839 | 113,839 | 262,597 CHF | 263,735 CHF | 100.00% | 100.00% |
12/07/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 261,871 CHF | 262,986 CHF | 100.00% | 100.00% |
11/07/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 112,000 | 112,000 | 111,472 | 111,472 | 264,077 CHF | 265,193 CHF | 99.97% | 99.97% |
10/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 112,000 | 112,000 | 111,821 | 111,821 | 263,506 CHF | 264,624 CHF | 100.00% | 100.00% |
09/07/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 263,163 CHF | 264,279 CHF | 100.00% | 100.00% |
08/07/2024 | 0.41% | 2.40 CHF | 2.41 CHF | 112,000 | 112,000 | 111,454 | 111,454 | 269,847 CHF | 270,961 CHF | 99.98% | 99.98% |
05/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 265,804 CHF | 266,919 CHF | 100.00% | 100.00% |
04/07/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 265,644 CHF | 266,760 CHF | 100.00% | 100.00% |
03/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 265,092 CHF | 266,208 CHF | 100.00% | 100.00% |
02/07/2024 | 0.42% | 2.33 CHF | 2.34 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 263,391 CHF | 264,507 CHF | 100.00% | 100.00% |