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 | 0.41% | 2.45 CHF | 2.46 CHF | 390,000 | 390,000 | 384,853 | 384,853 | 936,944 CHF | 940,792 CHF | 100.00% | 100.00% |
12/07/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 380,000 | 380,000 | 379,554 | 379,554 | 915,062 CHF | 918,858 CHF | 100.00% | 100.00% |
11/07/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 390,000 | 390,000 | 385,164 | 385,164 | 935,615 CHF | 939,470 CHF | 99.99% | 99.99% |
10/07/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 390,000 | 390,000 | 399,257 | 399,257 | 1,001,580 CHF | 1,005,570 CHF | 100.00% | 100.00% |
09/07/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 400,000 | 400,000 | 398,347 | 398,347 | 1,001,960 CHF | 1,005,940 CHF | 99.77% | 99.77% |
08/07/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 390,000 | 390,000 | 389,325 | 389,325 | 957,639 CHF | 961,532 CHF | 99.29% | 99.29% |
05/07/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 390,000 | 390,000 | 388,728 | 388,728 | 949,874 CHF | 953,761 CHF | 100.00% | 100.00% |
04/07/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 390,000 | 390,000 | 388,462 | 388,462 | 958,256 CHF | 962,140 CHF | 99.63% | 99.63% |
03/07/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 390,000 | 390,000 | 391,141 | 391,141 | 966,389 CHF | 970,300 CHF | 99.99% | 99.99% |
02/07/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 400,000 | 400,000 | 400,827 | 400,827 | 1,003,600 CHF | 1,007,610 CHF | 99.37% | 99.37% |