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 | 0.50% | 2.01 CHF | 2.02 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 230,246 CHF | 231,391 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 2.03 CHF | 2.04 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 229,714 CHF | 230,860 CHF | 99.98% | 99.98% |
11/07/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 115,000 | 115,000 | 114,467 | 114,467 | 224,195 CHF | 225,340 CHF | 99.95% | 99.95% |
10/07/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 115,000 | 115,000 | 119,472 | 119,472 | 229,084 CHF | 230,278 CHF | 100.00% | 100.00% |
09/07/2024 | 0.52% | 1.89 CHF | 1.90 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 228,243 CHF | 229,438 CHF | 99.89% | 99.89% |
08/07/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 120,000 | 120,000 | 119,330 | 119,330 | 231,081 CHF | 232,274 CHF | 100.00% | 100.00% |
05/07/2024 | 0.52% | 1.89 CHF | 1.90 CHF | 120,000 | 120,000 | 119,401 | 119,401 | 230,131 CHF | 231,325 CHF | 100.00% | 100.00% |
04/07/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 229,821 CHF | 231,016 CHF | 100.00% | 100.00% |
03/07/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 120,000 | 120,000 | 119,504 | 119,504 | 224,290 CHF | 225,485 CHF | 99.72% | 99.72% |
02/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 120,000 | 120,000 | 119,504 | 119,504 | 220,907 CHF | 222,102 CHF | 99.78% | 99.78% |