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 | 113,839 | 113,839 | 257,061 CHF | 258,199 CHF | 100.00% | 100.00% |
12/07/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 256,164 CHF | 257,279 CHF | 100.00% | 100.00% |
11/07/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 112,000 | 112,000 | 111,476 | 111,476 | 258,368 CHF | 259,483 CHF | 99.97% | 99.97% |
10/07/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 112,000 | 112,000 | 111,821 | 111,821 | 257,790 CHF | 258,908 CHF | 100.00% | 100.00% |
09/07/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 257,501 CHF | 258,617 CHF | 100.00% | 100.00% |
08/07/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 112,000 | 112,000 | 111,454 | 111,454 | 264,167 CHF | 265,281 CHF | 99.99% | 99.99% |
05/07/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 260,381 CHF | 261,496 CHF | 100.00% | 100.00% |
04/07/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 259,957 CHF | 261,072 CHF | 100.00% | 100.00% |
03/07/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 259,392 CHF | 260,508 CHF | 100.00% | 100.00% |
02/07/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 257,712 CHF | 258,827 CHF | 100.00% | 100.00% |