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 | 0.51% | 1.96 CHF | 1.97 CHF | 112,000 | 112,000 | 113,838 | 113,838 | 221,806 CHF | 222,945 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 221,638 CHF | 222,753 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 112,000 | 112,000 | 111,472 | 111,472 | 223,910 CHF | 225,026 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 112,000 | 112,000 | 111,822 | 111,822 | 223,288 CHF | 224,406 CHF | 100.00% | 100.00% |
09/07/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 223,059 CHF | 224,175 CHF | 99.99% | 99.99% |
08/07/2024 | 0.48% | 2.04 CHF | 2.05 CHF | 112,000 | 112,000 | 111,454 | 111,454 | 230,117 CHF | 231,232 CHF | 100.00% | 100.00% |
05/07/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 225,931 CHF | 227,047 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 225,511 CHF | 226,627 CHF | 100.00% | 100.00% |
03/07/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 224,960 CHF | 226,075 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 223,396 CHF | 224,511 CHF | 100.00% | 100.00% |