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 | 0.53% | 1.88 CHF | 1.89 CHF | 215,000 | 215,000 | 214,114 | 214,114 | 402,682 CHF | 404,823 CHF | 100.00% | 100.00% |
12/07/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 405,790 CHF | 407,931 CHF | 100.00% | 100.00% |
11/07/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 215,000 | 215,000 | 213,990 | 213,990 | 401,042 CHF | 403,183 CHF | 100.00% | 100.00% |
10/07/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 215,000 | 215,000 | 214,123 | 214,123 | 400,000 CHF | 402,141 CHF | 100.00% | 100.00% |
09/07/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 220,000 | 220,000 | 216,033 | 216,033 | 399,564 CHF | 401,725 CHF | 100.00% | 100.00% |
08/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 406,205 CHF | 408,346 CHF | 99.99% | 99.99% |
05/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 404,034 CHF | 406,175 CHF | 100.00% | 100.00% |
04/07/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 400,948 CHF | 403,089 CHF | 100.00% | 100.00% |
03/07/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 215,000 | 215,000 | 216,963 | 216,963 | 399,602 CHF | 401,772 CHF | 100.00% | 100.00% |
02/07/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 220,000 | 220,000 | 219,091 | 219,091 | 397,686 CHF | 399,877 CHF | 99.99% | 99.99% |