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 | 0.48% | 2.11 CHF | 2.12 CHF | 390,000 | 390,000 | 384,853 | 384,853 | 804,983 CHF | 808,831 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 380,000 | 380,000 | 379,554 | 379,554 | 784,799 CHF | 788,594 CHF | 100.00% | 100.00% |
11/07/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 390,000 | 390,000 | 385,157 | 385,157 | 803,668 CHF | 807,522 CHF | 99.99% | 99.99% |
10/07/2024 | 0.46% | 2.13 CHF | 2.14 CHF | 390,000 | 390,000 | 399,257 | 399,257 | 864,506 CHF | 868,498 CHF | 100.00% | 100.00% |
09/07/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 400,000 | 400,000 | 398,346 | 398,346 | 863,450 CHF | 867,433 CHF | 99.74% | 99.74% |
08/07/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 390,000 | 390,000 | 389,326 | 389,326 | 822,098 CHF | 825,991 CHF | 99.27% | 99.27% |
05/07/2024 | 0.48% | 2.12 CHF | 2.13 CHF | 390,000 | 390,000 | 388,728 | 388,728 | 814,656 CHF | 818,543 CHF | 100.00% | 100.00% |
04/07/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 390,000 | 390,000 | 388,461 | 388,461 | 823,187 CHF | 827,072 CHF | 99.61% | 99.61% |
03/07/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 390,000 | 390,000 | 391,141 | 391,141 | 830,416 CHF | 834,327 CHF | 100.00% | 100.00% |
02/07/2024 | 0.46% | 2.14 CHF | 2.15 CHF | 400,000 | 400,000 | 400,828 | 400,828 | 864,067 CHF | 868,075 CHF | 99.38% | 99.38% |