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 | 0.55% | 3.39 CHF | 3.40 CHF | 95,000 | 95,000 | 44,091 | 44,091 | 144,573 CHF | 145,244 CHF | 100.00% | 100.00% |
12/07/2024 | 0.51% | 3.15 CHF | 3.16 CHF | 100,000 | 100,000 | 45,191 | 45,191 | 139,643 CHF | 140,232 CHF | 100.00% | 100.00% |
11/07/2024 | 0.55% | 3.14 CHF | 3.15 CHF | 100,000 | 100,000 | 44,504 | 44,504 | 143,616 CHF | 144,289 CHF | 99.99% | 99.99% |
10/07/2024 | 0.50% | 3.12 CHF | 3.13 CHF | 100,000 | 100,000 | 44,714 | 44,714 | 138,868 CHF | 139,448 CHF | 100.00% | 100.00% |
09/07/2024 | 0.54% | 3.08 CHF | 3.09 CHF | 100,000 | 100,000 | 44,726 | 44,726 | 140,685 CHF | 141,320 CHF | 99.99% | 99.99% |
08/07/2024 | 0.57% | 3.12 CHF | 3.13 CHF | 100,000 | 100,000 | 44,388 | 44,388 | 138,088 CHF | 138,757 CHF | 100.00% | 100.00% |
05/07/2024 | 0.55% | 3.01 CHF | 3.02 CHF | 105,000 | 105,000 | 47,592 | 47,592 | 136,909 CHF | 137,530 CHF | 99.61% | 99.61% |
04/07/2024 | 0.54% | 2.81 CHF | 2.82 CHF | 42,000 | 42,000 | 34,021 | 34,021 | 95,591 CHF | 96,075 CHF | 100.00% | 100.00% |
03/07/2024 | 0.55% | 2.85 CHF | 2.86 CHF | 105,000 | 105,000 | 47,164 | 47,164 | 133,435 CHF | 134,048 CHF | 100.00% | 100.00% |
02/07/2024 | 0.56% | 2.87 CHF | 2.88 CHF | 105,000 | 105,000 | 45,842 | 45,842 | 129,126 CHF | 129,733 CHF | 100.00% | 100.00% |