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 | 0.47% | 2.15 CHF | 2.16 CHF | 390,000 | 390,000 | 384,854 | 384,854 | 820,399 CHF | 824,248 CHF | 100.00% | 100.00% |
12/07/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 380,000 | 380,000 | 379,554 | 379,554 | 799,921 CHF | 803,716 CHF | 100.00% | 100.00% |
11/07/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 390,000 | 390,000 | 385,150 | 385,150 | 819,052 CHF | 822,907 CHF | 99.98% | 99.98% |
10/07/2024 | 0.45% | 2.17 CHF | 2.18 CHF | 390,000 | 390,000 | 399,252 | 399,252 | 880,891 CHF | 884,884 CHF | 100.00% | 100.00% |
09/07/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 400,000 | 400,000 | 398,347 | 398,347 | 881,579 CHF | 885,563 CHF | 99.76% | 99.76% |
08/07/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 390,000 | 390,000 | 389,326 | 389,326 | 839,990 CHF | 843,883 CHF | 99.30% | 99.30% |
05/07/2024 | 0.47% | 2.17 CHF | 2.18 CHF | 390,000 | 390,000 | 388,728 | 388,728 | 832,592 CHF | 836,479 CHF | 100.00% | 100.00% |
04/07/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 390,000 | 390,000 | 388,462 | 388,462 | 841,114 CHF | 844,999 CHF | 99.64% | 99.64% |
03/07/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 390,000 | 390,000 | 391,142 | 391,142 | 848,516 CHF | 852,427 CHF | 100.00% | 100.00% |
02/07/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 400,000 | 400,000 | 400,829 | 400,829 | 883,133 CHF | 887,141 CHF | 99.38% | 99.38% |