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 | 0.42% | 2.39 CHF | 2.40 CHF | 100,000 | 100,000 | 99,058 | 99,058 | 236,809 CHF | 237,801 CHF | 100.00% | 100.00% |
12/07/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 218,591 CHF | 219,582 CHF | 100.00% | 100.00% |
11/07/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 220,214 CHF | 221,206 CHF | 100.00% | 100.00% |
10/07/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 222,615 CHF | 223,606 CHF | 100.00% | 100.00% |
09/07/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 100,000 | 100,000 | 99,050 | 99,050 | 221,041 CHF | 222,032 CHF | 99.45% | 99.45% |
08/07/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 220,013 CHF | 221,005 CHF | 100.00% | 100.00% |
05/07/2024 | 0.46% | 2.23 CHF | 2.24 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 217,444 CHF | 218,436 CHF | 100.00% | 100.00% |
04/07/2024 | 0.46% | 2.21 CHF | 2.22 CHF | 100,000 | 100,000 | 99,057 | 99,057 | 219,308 CHF | 220,300 CHF | 100.00% | 100.00% |
03/07/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 220,742 CHF | 221,733 CHF | 100.00% | 100.00% |
02/07/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 100,000 | 100,000 | 99,037 | 99,037 | 223,215 CHF | 224,206 CHF | 97.63% | 100.00% |