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 | 0.36% | 2.76 CHF | 2.77 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 316,215 CHF | 317,361 CHF | 100.00% | 100.00% |
12/07/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 315,578 CHF | 316,723 CHF | 99.98% | 99.98% |
11/07/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 115,000 | 115,000 | 114,467 | 114,467 | 309,840 CHF | 310,986 CHF | 99.98% | 99.98% |
10/07/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 115,000 | 115,000 | 119,472 | 119,472 | 318,324 CHF | 319,518 CHF | 100.00% | 100.00% |
09/07/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 317,401 CHF | 318,596 CHF | 99.88% | 99.88% |
08/07/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 120,000 | 120,000 | 119,330 | 119,330 | 320,097 CHF | 321,291 CHF | 100.00% | 100.00% |
05/07/2024 | 0.37% | 2.64 CHF | 2.65 CHF | 120,000 | 120,000 | 119,400 | 119,400 | 319,312 CHF | 320,506 CHF | 99.91% | 99.91% |
04/07/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 319,002 CHF | 320,197 CHF | 100.00% | 100.00% |
03/07/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 313,453 CHF | 314,648 CHF | 100.00% | 100.00% |
02/07/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 309,793 CHF | 310,988 CHF | 99.93% | 99.93% |