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 | 0.50% | 2.01 CHF | 2.02 CHF | 390,000 | 390,000 | 384,853 | 384,853 | 766,958 CHF | 770,807 CHF | 100.00% | 100.00% |
12/07/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 380,000 | 380,000 | 379,554 | 379,554 | 747,497 CHF | 751,293 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 390,000 | 390,000 | 385,164 | 385,164 | 765,774 CHF | 769,628 CHF | 99.99% | 99.99% |
10/07/2024 | 0.48% | 2.04 CHF | 2.05 CHF | 390,000 | 390,000 | 399,257 | 399,257 | 825,476 CHF | 829,469 CHF | 100.00% | 100.00% |
09/07/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 400,000 | 400,000 | 398,346 | 398,346 | 824,709 CHF | 828,693 CHF | 99.73% | 99.73% |
08/07/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 390,000 | 390,000 | 389,325 | 389,325 | 784,431 CHF | 788,325 CHF | 99.32% | 99.32% |
05/07/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 390,000 | 390,000 | 388,728 | 388,728 | 776,618 CHF | 780,505 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 390,000 | 390,000 | 388,462 | 388,462 | 785,462 CHF | 789,347 CHF | 99.63% | 99.63% |
03/07/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 390,000 | 390,000 | 391,141 | 391,141 | 792,376 CHF | 796,287 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 2.04 CHF | 2.05 CHF | 400,000 | 400,000 | 400,827 | 400,827 | 825,373 CHF | 829,382 CHF | 99.38% | 99.38% |