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 | 0.35% | 2.87 CHF | 2.88 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 328,305 CHF | 329,450 CHF | 100.00% | 100.00% |
12/07/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 327,522 CHF | 328,668 CHF | 100.00% | 100.00% |
11/07/2024 | 0.36% | 2.82 CHF | 2.83 CHF | 115,000 | 115,000 | 114,465 | 114,465 | 321,850 CHF | 322,996 CHF | 99.99% | 99.99% |
10/07/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 115,000 | 115,000 | 119,472 | 119,472 | 330,726 CHF | 331,920 CHF | 100.00% | 100.00% |
09/07/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 329,888 CHF | 331,083 CHF | 99.99% | 99.99% |
08/07/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 120,000 | 120,000 | 119,330 | 119,330 | 332,464 CHF | 333,658 CHF | 100.00% | 100.00% |
05/07/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 120,000 | 120,000 | 119,401 | 119,401 | 331,705 CHF | 332,899 CHF | 99.99% | 99.99% |
04/07/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 331,435 CHF | 332,630 CHF | 100.00% | 100.00% |
03/07/2024 | 0.37% | 2.74 CHF | 2.75 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 325,862 CHF | 327,057 CHF | 100.00% | 100.00% |
02/07/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 322,158 CHF | 323,353 CHF | 100.00% | 100.00% |