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 | 0.52% | 1.90 CHF | 1.91 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 217,681 CHF | 218,826 CHF | 100.00% | 100.00% |
12/07/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 217,202 CHF | 218,348 CHF | 99.99% | 99.99% |
11/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 115,000 | 115,000 | 114,462 | 114,462 | 211,678 CHF | 212,823 CHF | 99.70% | 99.70% |
10/07/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 115,000 | 115,000 | 119,472 | 119,472 | 216,034 CHF | 217,229 CHF | 100.00% | 100.00% |
09/07/2024 | 0.55% | 1.78 CHF | 1.79 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 215,224 CHF | 216,419 CHF | 99.91% | 99.91% |
08/07/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 120,000 | 120,000 | 119,330 | 119,330 | 218,101 CHF | 219,295 CHF | 100.00% | 100.00% |
05/07/2024 | 0.55% | 1.78 CHF | 1.79 CHF | 120,000 | 120,000 | 119,400 | 119,400 | 217,139 CHF | 218,333 CHF | 99.88% | 99.88% |
04/07/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 216,824 CHF | 218,019 CHF | 100.00% | 100.00% |
03/07/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 120,000 | 120,000 | 119,504 | 119,504 | 211,334 CHF | 212,529 CHF | 99.85% | 99.85% |
02/07/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 207,922 CHF | 209,117 CHF | 99.94% | 99.94% |