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% | 2.75 CHF | 2.76 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 315,210 CHF | 316,355 CHF | 100.00% | 100.00% |
12/07/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 314,572 CHF | 315,717 CHF | 100.00% | 100.00% |
11/07/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 115,000 | 115,000 | 114,467 | 114,467 | 308,819 CHF | 309,965 CHF | 99.99% | 99.99% |
10/07/2024 | 0.38% | 2.68 CHF | 2.69 CHF | 115,000 | 115,000 | 119,472 | 119,472 | 317,247 CHF | 318,441 CHF | 100.00% | 100.00% |
09/07/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 316,357 CHF | 317,553 CHF | 100.00% | 100.00% |
08/07/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 120,000 | 120,000 | 119,330 | 119,330 | 319,049 CHF | 320,243 CHF | 100.00% | 100.00% |
05/07/2024 | 0.37% | 2.63 CHF | 2.64 CHF | 120,000 | 120,000 | 119,401 | 119,401 | 318,230 CHF | 319,424 CHF | 100.00% | 100.00% |
04/07/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 317,956 CHF | 319,151 CHF | 100.00% | 100.00% |
03/07/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 312,335 CHF | 313,530 CHF | 100.00% | 100.00% |
02/07/2024 | 0.39% | 2.60 CHF | 2.61 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 308,719 CHF | 309,914 CHF | 100.00% | 100.00% |