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 | 0.45% | 2.22 CHF | 2.23 CHF | 112,000 | 112,000 | 113,837 | 113,837 | 251,206 CHF | 252,345 CHF | 100.00% | 100.00% |
12/07/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 250,442 CHF | 251,557 CHF | 100.00% | 100.00% |
11/07/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 112,000 | 112,000 | 111,472 | 111,472 | 252,651 CHF | 253,766 CHF | 99.95% | 99.95% |
10/07/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 112,000 | 112,000 | 111,821 | 111,821 | 252,061 CHF | 253,180 CHF | 100.00% | 100.00% |
09/07/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 251,835 CHF | 252,951 CHF | 100.00% | 100.00% |
08/07/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 112,000 | 112,000 | 111,454 | 111,454 | 258,500 CHF | 259,614 CHF | 99.99% | 99.99% |
05/07/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 254,690 CHF | 255,805 CHF | 100.00% | 100.00% |
04/07/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 254,261 CHF | 255,376 CHF | 100.00% | 100.00% |
03/07/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 253,727 CHF | 254,843 CHF | 99.99% | 99.99% |
02/07/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 252,033 CHF | 253,149 CHF | 99.99% | 99.99% |