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% | 2.84 CHF | 2.85 CHF | 120,000 | 120,000 | 116,734 | 116,734 | 336,253 CHF | 337,420 CHF | 100.00% | 100.00% |
12/07/2024 | 0.36% | 2.87 CHF | 2.88 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 336,535 CHF | 337,735 CHF | 100.00% | 100.00% |
11/07/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 120,000 | 120,000 | 119,933 | 119,933 | 329,599 CHF | 330,799 CHF | 99.83% | 99.83% |
10/07/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 321,210 CHF | 322,410 CHF | 99.16% | 99.16% |
09/07/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 120,000 | 120,000 | 119,849 | 119,849 | 323,759 CHF | 324,959 CHF | 99.77% | 99.77% |
08/07/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 322,661 CHF | 323,861 CHF | 99.99% | 99.99% |
05/07/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 327,471 CHF | 328,671 CHF | 99.81% | 99.81% |
04/07/2024 | 0.37% | 2.74 CHF | 2.75 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 327,664 CHF | 328,864 CHF | 100.00% | 100.00% |
03/07/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 324,675 CHF | 325,875 CHF | 100.00% | 100.00% |
02/07/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 316,928 CHF | 318,128 CHF | 100.00% | 100.00% |