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 | 0.39% | 2.54 CHF | 2.55 CHF | 120,000 | 120,000 | 116,735 | 116,735 | 300,162 CHF | 301,330 CHF | 100.00% | 100.00% |
12/07/2024 | 0.40% | 2.56 CHF | 2.57 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 299,429 CHF | 300,629 CHF | 100.00% | 100.00% |
11/07/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 120,000 | 120,000 | 119,931 | 119,931 | 292,509 CHF | 293,709 CHF | 99.81% | 99.81% |
10/07/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 284,124 CHF | 285,324 CHF | 99.16% | 99.16% |
09/07/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 120,000 | 120,000 | 119,848 | 119,848 | 286,752 CHF | 287,952 CHF | 99.77% | 99.77% |
08/07/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 285,630 CHF | 286,830 CHF | 99.99% | 99.99% |
05/07/2024 | 0.41% | 2.36 CHF | 2.37 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 290,366 CHF | 291,566 CHF | 99.80% | 99.80% |
04/07/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 290,625 CHF | 291,825 CHF | 100.00% | 100.00% |
03/07/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 287,605 CHF | 288,805 CHF | 100.00% | 100.00% |
02/07/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 279,946 CHF | 281,146 CHF | 100.00% | 100.00% |