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 | 0.57% | 1.76 CHF | 1.77 CHF | 215,000 | 215,000 | 214,114 | 214,114 | 376,003 CHF | 378,144 CHF | 100.00% | 100.00% |
12/07/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 378,651 CHF | 380,792 CHF | 100.00% | 100.00% |
11/07/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 215,000 | 215,000 | 213,986 | 213,986 | 374,162 CHF | 376,303 CHF | 99.60% | 99.60% |
10/07/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 215,000 | 215,000 | 214,124 | 214,124 | 373,551 CHF | 375,693 CHF | 100.00% | 100.00% |
09/07/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 220,000 | 220,000 | 216,033 | 216,033 | 372,286 CHF | 374,446 CHF | 99.87% | 99.87% |
08/07/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 215,000 | 215,000 | 214,112 | 214,112 | 379,671 CHF | 381,812 CHF | 99.87% | 99.87% |
05/07/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 215,000 | 215,000 | 214,109 | 214,109 | 376,746 CHF | 378,887 CHF | 99.49% | 99.49% |
04/07/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 374,005 CHF | 376,146 CHF | 100.00% | 100.00% |
03/07/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 215,000 | 215,000 | 216,961 | 216,961 | 372,691 CHF | 374,860 CHF | 99.96% | 99.96% |
02/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 220,000 | 220,000 | 219,090 | 219,090 | 370,384 CHF | 372,575 CHF | 99.97% | 99.97% |