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 | 0.36% | 2.77 CHF | 2.78 CHF | 120,000 | 120,000 | 116,735 | 116,735 | 327,030 CHF | 328,197 CHF | 100.00% | 100.00% |
12/07/2024 | 0.37% | 2.79 CHF | 2.80 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 327,013 CHF | 328,213 CHF | 100.00% | 100.00% |
11/07/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 120,000 | 120,000 | 119,931 | 119,931 | 320,077 CHF | 321,277 CHF | 99.81% | 99.81% |
10/07/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 311,662 CHF | 312,862 CHF | 99.16% | 99.16% |
09/07/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 120,000 | 120,000 | 119,848 | 119,848 | 314,254 CHF | 315,454 CHF | 99.73% | 99.73% |
08/07/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 313,162 CHF | 314,362 CHF | 99.99% | 99.99% |
05/07/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 317,933 CHF | 319,133 CHF | 99.81% | 99.81% |
04/07/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 318,197 CHF | 319,397 CHF | 100.00% | 100.00% |
03/07/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 315,154 CHF | 316,354 CHF | 100.00% | 100.00% |
02/07/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 307,479 CHF | 308,679 CHF | 100.00% | 100.00% |