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 | 0.44% | 2.31 CHF | 2.32 CHF | 390,000 | 390,000 | 384,852 | 384,852 | 879,761 CHF | 883,610 CHF | 100.00% | 100.00% |
12/07/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 380,000 | 380,000 | 379,554 | 379,554 | 858,805 CHF | 862,600 CHF | 100.00% | 100.00% |
11/07/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 390,000 | 390,000 | 385,170 | 385,170 | 878,584 CHF | 882,438 CHF | 100.00% | 100.00% |
10/07/2024 | 0.42% | 2.33 CHF | 2.34 CHF | 390,000 | 390,000 | 399,252 | 399,252 | 942,401 CHF | 946,393 CHF | 100.00% | 100.00% |
09/07/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 400,000 | 400,000 | 398,346 | 398,346 | 941,152 CHF | 945,135 CHF | 99.73% | 99.73% |
08/07/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 390,000 | 390,000 | 389,325 | 389,325 | 897,897 CHF | 901,790 CHF | 99.32% | 99.32% |
05/07/2024 | 0.44% | 2.32 CHF | 2.33 CHF | 390,000 | 390,000 | 388,724 | 388,724 | 890,509 CHF | 894,397 CHF | 100.00% | 100.00% |
04/07/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 390,000 | 390,000 | 388,462 | 388,462 | 899,050 CHF | 902,935 CHF | 99.66% | 99.66% |
03/07/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 390,000 | 390,000 | 391,141 | 391,141 | 906,877 CHF | 910,788 CHF | 100.00% | 100.00% |
02/07/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 400,000 | 400,000 | 400,829 | 400,829 | 942,245 CHF | 946,254 CHF | 99.38% | 99.38% |