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 | 0.50% | 1.96 CHF | 1.97 CHF | 45,000 | 45,000 | 44,908 | 44,908 | 89,314 CHF | 89,763 CHF | 99.99% | 99.99% |
12/07/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 88,126 CHF | 88,576 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 45,000 | 45,000 | 44,909 | 44,909 | 89,976 CHF | 90,425 CHF | 99.99% | 99.99% |
10/07/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 88,153 CHF | 88,603 CHF | 100.00% | 100.00% |
09/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 45,000 | 45,000 | 44,947 | 44,947 | 86,621 CHF | 87,071 CHF | 99.99% | 99.99% |
08/07/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 45,000 | 45,000 | 45,006 | 45,006 | 86,578 CHF | 87,028 CHF | 100.00% | 100.00% |
05/07/2024 | 0.54% | 1.81 CHF | 1.82 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 84,479 CHF | 84,939 CHF | 100.00% | 100.00% |
04/07/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 84,182 CHF | 84,642 CHF | 100.00% | 100.00% |
03/07/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 46,000 | 46,000 | 46,243 | 46,243 | 80,561 CHF | 81,023 CHF | 100.00% | 100.00% |
02/07/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 82,977 CHF | 83,437 CHF | 100.00% | 100.00% |