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 | 0.46% | 2.21 CHF | 2.22 CHF | 390,000 | 390,000 | 384,852 | 384,852 | 842,380 CHF | 846,228 CHF | 100.00% | 100.00% |
12/07/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 380,000 | 380,000 | 379,554 | 379,554 | 821,776 CHF | 825,572 CHF | 100.00% | 100.00% |
11/07/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 390,000 | 390,000 | 385,168 | 385,168 | 841,263 CHF | 845,118 CHF | 99.99% | 99.99% |
10/07/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 390,000 | 390,000 | 399,254 | 399,254 | 903,901 CHF | 907,894 CHF | 100.00% | 100.00% |
09/07/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 400,000 | 400,000 | 398,346 | 398,346 | 902,477 CHF | 906,460 CHF | 99.73% | 99.73% |
08/07/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 390,000 | 390,000 | 389,325 | 389,325 | 860,268 CHF | 864,161 CHF | 99.31% | 99.31% |
05/07/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 390,000 | 390,000 | 388,728 | 388,728 | 852,968 CHF | 856,856 CHF | 100.00% | 100.00% |
04/07/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 390,000 | 390,000 | 388,461 | 388,461 | 861,315 CHF | 865,200 CHF | 99.61% | 99.61% |
03/07/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 390,000 | 390,000 | 391,141 | 391,141 | 868,819 CHF | 872,730 CHF | 100.00% | 100.00% |
02/07/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 400,000 | 400,000 | 400,829 | 400,829 | 903,337 CHF | 907,345 CHF | 99.37% | 99.37% |