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% | 2.84 CHF | 2.85 CHF | 30,000 | 30,000 | 20,319 | 20,319 | 58,111 CHF | 58,325 CHF | 100.00% | 100.00% |
12/07/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 30,000 | 30,000 | 29,999 | 29,999 | 83,907 CHF | 84,207 CHF | 100.00% | 100.00% |
11/07/2024 | 0.35% | 2.81 CHF | 2.82 CHF | 30,000 | 30,000 | 29,975 | 29,975 | 85,293 CHF | 85,593 CHF | 99.97% | 99.97% |
10/07/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 30,000 | 30,000 | 29,996 | 29,996 | 82,679 CHF | 82,979 CHF | 100.00% | 100.00% |
09/07/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 30,000 | 30,000 | 29,901 | 29,901 | 84,183 CHF | 84,483 CHF | 100.00% | 100.00% |
08/07/2024 | 0.37% | 2.77 CHF | 2.78 CHF | 30,000 | 30,000 | 32,657 | 32,657 | 87,292 CHF | 87,619 CHF | 99.69% | 99.69% |
05/07/2024 | 0.39% | 2.49 CHF | 2.50 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 101,391 CHF | 101,791 CHF | 100.00% | 100.00% |
04/07/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 100,845 CHF | 101,245 CHF | 100.00% | 100.00% |
03/07/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 98,314 CHF | 98,714 CHF | 100.00% | 100.00% |
02/07/2024 | 0.40% | 2.58 CHF | 2.59 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 75,531 CHF | 75,831 CHF | 99.99% | 99.99% |