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 | 0.47% | 2.13 CHF | 2.14 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 243,951 CHF | 245,096 CHF | 100.00% | 100.00% |
12/07/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 243,425 CHF | 244,570 CHF | 100.00% | 100.00% |
11/07/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 115,000 | 115,000 | 114,466 | 114,466 | 237,845 CHF | 238,991 CHF | 99.99% | 99.99% |
10/07/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 115,000 | 115,000 | 119,472 | 119,472 | 243,284 CHF | 244,479 CHF | 100.00% | 100.00% |
09/07/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 242,446 CHF | 243,641 CHF | 100.00% | 100.00% |
08/07/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 120,000 | 120,000 | 119,330 | 119,330 | 245,250 CHF | 246,443 CHF | 100.00% | 100.00% |
05/07/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 120,000 | 120,000 | 119,401 | 119,401 | 244,351 CHF | 245,545 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 244,038 CHF | 245,233 CHF | 100.00% | 100.00% |
03/07/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 238,465 CHF | 239,660 CHF | 100.00% | 100.00% |
02/07/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 235,073 CHF | 236,268 CHF | 100.00% | 100.00% |