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 | 0.57% | 3.29 CHF | 3.30 CHF | 95,000 | 95,000 | 44,091 | 44,091 | 140,395 CHF | 141,065 CHF | 100.00% | 100.00% |
12/07/2024 | 0.52% | 3.06 CHF | 3.07 CHF | 100,000 | 100,000 | 45,191 | 45,191 | 135,359 CHF | 135,948 CHF | 100.00% | 100.00% |
11/07/2024 | 0.57% | 3.04 CHF | 3.05 CHF | 100,000 | 100,000 | 44,429 | 44,429 | 139,148 CHF | 139,820 CHF | 99.99% | 99.99% |
10/07/2024 | 0.51% | 3.02 CHF | 3.03 CHF | 100,000 | 100,000 | 44,714 | 44,714 | 134,619 CHF | 135,200 CHF | 100.00% | 100.00% |
09/07/2024 | 0.55% | 2.98 CHF | 2.99 CHF | 100,000 | 100,000 | 44,724 | 44,724 | 136,440 CHF | 137,076 CHF | 99.99% | 99.99% |
08/07/2024 | 0.59% | 3.02 CHF | 3.03 CHF | 100,000 | 100,000 | 44,388 | 44,388 | 133,859 CHF | 134,528 CHF | 100.00% | 100.00% |
05/07/2024 | 0.57% | 2.92 CHF | 2.93 CHF | 105,000 | 105,000 | 47,597 | 47,597 | 132,373 CHF | 132,994 CHF | 99.62% | 99.62% |
04/07/2024 | 0.56% | 2.71 CHF | 2.72 CHF | 42,000 | 42,000 | 34,021 | 34,021 | 92,336 CHF | 92,820 CHF | 100.00% | 100.00% |
03/07/2024 | 0.57% | 2.75 CHF | 2.76 CHF | 105,000 | 105,000 | 47,164 | 47,164 | 128,945 CHF | 129,559 CHF | 100.00% | 100.00% |
02/07/2024 | 0.58% | 2.77 CHF | 2.78 CHF | 105,000 | 105,000 | 45,834 | 45,834 | 124,813 CHF | 125,420 CHF | 99.98% | 99.98% |