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 | 0.56% | 3.31 CHF | 3.32 CHF | 95,000 | 95,000 | 44,228 | 44,228 | 141,457 CHF | 142,129 CHF | 99.25% | 99.25% |
12/07/2024 | 0.52% | 3.07 CHF | 3.08 CHF | 100,000 | 100,000 | 45,191 | 45,191 | 136,001 CHF | 136,590 CHF | 100.00% | 100.00% |
11/07/2024 | 0.57% | 3.06 CHF | 3.07 CHF | 100,000 | 100,000 | 44,500 | 44,500 | 140,021 CHF | 140,694 CHF | 99.98% | 99.98% |
10/07/2024 | 0.51% | 3.04 CHF | 3.05 CHF | 100,000 | 100,000 | 44,714 | 44,714 | 135,256 CHF | 135,836 CHF | 100.00% | 100.00% |
09/07/2024 | 0.55% | 3.00 CHF | 3.01 CHF | 100,000 | 100,000 | 44,727 | 44,727 | 137,086 CHF | 137,721 CHF | 99.99% | 99.99% |
08/07/2024 | 0.59% | 3.04 CHF | 3.05 CHF | 100,000 | 100,000 | 44,388 | 44,388 | 134,506 CHF | 135,176 CHF | 100.00% | 100.00% |
05/07/2024 | 0.57% | 2.93 CHF | 2.94 CHF | 105,000 | 105,000 | 47,596 | 47,596 | 133,068 CHF | 133,690 CHF | 99.62% | 99.62% |
04/07/2024 | 0.56% | 2.72 CHF | 2.73 CHF | 42,000 | 42,000 | 34,048 | 34,048 | 92,885 CHF | 93,368 CHF | 99.65% | 99.65% |
03/07/2024 | 0.56% | 2.77 CHF | 2.78 CHF | 105,000 | 105,000 | 47,165 | 47,165 | 129,605 CHF | 130,219 CHF | 100.00% | 100.00% |
02/07/2024 | 0.57% | 2.79 CHF | 2.80 CHF | 105,000 | 105,000 | 45,842 | 45,842 | 125,478 CHF | 126,085 CHF | 100.00% | 100.00% |