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 | 0.49% | 2.02 CHF | 2.03 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 231,889 CHF | 233,034 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 231,273 CHF | 232,418 CHF | 100.00% | 100.00% |
11/07/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 115,000 | 115,000 | 114,461 | 114,461 | 225,745 CHF | 226,890 CHF | 100.00% | 100.00% |
10/07/2024 | 0.52% | 1.95 CHF | 1.96 CHF | 115,000 | 115,000 | 119,472 | 119,472 | 230,658 CHF | 231,852 CHF | 100.00% | 100.00% |
09/07/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 229,786 CHF | 230,981 CHF | 100.00% | 100.00% |
08/07/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 120,000 | 120,000 | 119,330 | 119,330 | 232,670 CHF | 233,863 CHF | 100.00% | 100.00% |
05/07/2024 | 0.51% | 1.91 CHF | 1.92 CHF | 120,000 | 120,000 | 119,401 | 119,401 | 231,765 CHF | 232,959 CHF | 100.00% | 100.00% |
04/07/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 231,385 CHF | 232,580 CHF | 100.00% | 100.00% |
03/07/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 225,896 CHF | 227,091 CHF | 100.00% | 100.00% |
02/07/2024 | 0.54% | 1.88 CHF | 1.89 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 222,463 CHF | 223,659 CHF | 99.99% | 99.99% |