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 | 0.45% | 2.24 CHF | 2.25 CHF | 100,000 | 100,000 | 99,064 | 99,064 | 222,174 CHF | 223,166 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 203,894 CHF | 204,886 CHF | 100.00% | 100.00% |
11/07/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 205,543 CHF | 206,535 CHF | 100.00% | 100.00% |
10/07/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 207,965 CHF | 208,957 CHF | 100.00% | 100.00% |
09/07/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 100,000 | 100,000 | 99,054 | 99,054 | 206,360 CHF | 207,352 CHF | 99.54% | 99.54% |
08/07/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 205,231 CHF | 206,222 CHF | 100.00% | 100.00% |
05/07/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 202,773 CHF | 203,765 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 204,603 CHF | 205,595 CHF | 100.00% | 100.00% |
03/07/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 206,076 CHF | 207,068 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 100,000 | 100,000 | 99,027 | 99,027 | 208,528 CHF | 209,519 CHF | 96.45% | 99.58% |