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 | 0.77% | 2.04 CHF | 2.05 CHF | 310,000 | 310,000 | 138,916 | 138,916 | 281,013 CHF | 282,819 CHF | 100.00% | 100.00% |
12/07/2024 | 0.77% | 2.03 CHF | 2.04 CHF | 310,000 | 310,000 | 136,395 | 136,395 | 274,984 CHF | 276,752 CHF | 99.98% | 99.98% |
11/07/2024 | 0.77% | 1.99 CHF | 2.00 CHF | 300,000 | 300,000 | 134,229 | 134,229 | 268,820 CHF | 270,563 CHF | 99.83% | 99.83% |
10/07/2024 | 0.77% | 2.02 CHF | 2.03 CHF | 300,000 | 300,000 | 134,268 | 134,268 | 270,333 CHF | 272,077 CHF | 99.99% | 99.99% |
09/07/2024 | 0.89% | 2.00 CHF | 2.01 CHF | 300,000 | 300,000 | 134,343 | 134,343 | 267,925 CHF | 269,933 CHF | 99.78% | 99.78% |
08/07/2024 | 0.90% | 1.95 CHF | 1.96 CHF | 290,000 | 290,000 | 132,624 | 132,624 | 261,303 CHF | 263,319 CHF | 99.92% | 99.92% |
05/07/2024 | 0.77% | 2.00 CHF | 2.01 CHF | 300,000 | 300,000 | 133,879 | 133,879 | 268,977 CHF | 270,718 CHF | 99.70% | 99.70% |
04/07/2024 | 0.76% | 2.01 CHF | 2.02 CHF | 120,000 | 120,000 | 96,074 | 96,074 | 192,801 CHF | 194,161 CHF | 99.95% | 99.95% |
03/07/2024 | 0.90% | 2.01 CHF | 2.02 CHF | 300,000 | 300,000 | 134,195 | 134,195 | 269,704 CHF | 271,737 CHF | 100.00% | 100.00% |
02/07/2024 | 0.90% | 1.99 CHF | 2.00 CHF | 300,000 | 300,000 | 133,438 | 133,438 | 266,637 CHF | 268,662 CHF | 100.00% | 100.00% |