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 | 0.49% | 2.05 CHF | 2.06 CHF | 390,000 | 390,000 | 384,854 | 384,854 | 781,272 CHF | 785,121 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 380,000 | 380,000 | 379,554 | 379,554 | 761,379 CHF | 765,174 CHF | 100.00% | 100.00% |
11/07/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 390,000 | 390,000 | 385,164 | 385,164 | 780,089 CHF | 783,943 CHF | 99.99% | 99.99% |
10/07/2024 | 0.47% | 2.07 CHF | 2.08 CHF | 390,000 | 390,000 | 399,253 | 399,253 | 840,636 CHF | 844,628 CHF | 100.00% | 100.00% |
09/07/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 400,000 | 400,000 | 398,347 | 398,347 | 841,296 CHF | 845,279 CHF | 99.77% | 99.77% |
08/07/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 390,000 | 390,000 | 389,326 | 389,326 | 800,576 CHF | 804,470 CHF | 99.28% | 99.28% |
05/07/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 390,000 | 390,000 | 388,728 | 388,728 | 793,050 CHF | 796,937 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 390,000 | 390,000 | 388,460 | 388,460 | 801,827 CHF | 805,711 CHF | 99.54% | 99.54% |
03/07/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 390,000 | 390,000 | 391,142 | 391,142 | 809,016 CHF | 812,928 CHF | 100.00% | 100.00% |
02/07/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 400,000 | 400,000 | 400,830 | 400,830 | 842,781 CHF | 846,790 CHF | 99.38% | 99.38% |