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 | 0.40% | 2.49 CHF | 2.50 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 285,129 CHF | 286,274 CHF | 100.00% | 100.00% |
12/07/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 284,516 CHF | 285,662 CHF | 99.97% | 99.97% |
11/07/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 115,000 | 115,000 | 114,466 | 114,466 | 278,831 CHF | 279,976 CHF | 99.91% | 99.91% |
10/07/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 115,000 | 115,000 | 119,472 | 119,472 | 286,032 CHF | 287,227 CHF | 99.99% | 99.99% |
09/07/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 120,000 | 120,000 | 119,501 | 119,501 | 285,067 CHF | 286,262 CHF | 99.16% | 99.16% |
08/07/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 120,000 | 120,000 | 119,330 | 119,330 | 287,891 CHF | 289,084 CHF | 100.00% | 100.00% |
05/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 120,000 | 120,000 | 119,400 | 119,400 | 287,043 CHF | 288,237 CHF | 99.86% | 99.86% |
04/07/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 286,720 CHF | 287,915 CHF | 100.00% | 100.00% |
03/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 281,174 CHF | 282,369 CHF | 100.00% | 100.00% |
02/07/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 120,000 | 120,000 | 119,504 | 119,504 | 277,596 CHF | 278,791 CHF | 99.79% | 99.79% |