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 | 0.43% | 2.35 CHF | 2.36 CHF | 390,000 | 390,000 | 384,852 | 384,852 | 897,976 CHF | 901,825 CHF | 99.99% | 99.99% |
12/07/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 380,000 | 380,000 | 379,554 | 379,554 | 876,587 CHF | 880,383 CHF | 100.00% | 100.00% |
11/07/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 390,000 | 390,000 | 385,168 | 385,168 | 896,676 CHF | 900,530 CHF | 100.00% | 100.00% |
10/07/2024 | 0.41% | 2.38 CHF | 2.39 CHF | 390,000 | 390,000 | 399,254 | 399,254 | 961,176 CHF | 965,168 CHF | 100.00% | 100.00% |
09/07/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 400,000 | 400,000 | 398,347 | 398,347 | 961,736 CHF | 965,720 CHF | 99.77% | 99.77% |
08/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 390,000 | 390,000 | 389,325 | 389,325 | 918,286 CHF | 922,179 CHF | 99.28% | 99.28% |
05/07/2024 | 0.43% | 2.37 CHF | 2.38 CHF | 390,000 | 390,000 | 388,728 | 388,728 | 910,924 CHF | 914,811 CHF | 100.00% | 100.00% |
04/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 390,000 | 390,000 | 388,462 | 388,462 | 919,348 CHF | 923,233 CHF | 99.62% | 99.62% |
03/07/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 390,000 | 390,000 | 391,141 | 391,141 | 927,221 CHF | 931,133 CHF | 99.99% | 99.99% |
02/07/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 400,000 | 400,000 | 400,829 | 400,829 | 963,569 CHF | 967,577 CHF | 99.37% | 99.37% |