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 | 0.58% | 3.21 CHF | 3.22 CHF | 95,000 | 95,000 | 44,234 | 44,234 | 137,130 CHF | 137,801 CHF | 99.26% | 99.26% |
12/07/2024 | 0.54% | 2.97 CHF | 2.98 CHF | 100,000 | 100,000 | 45,191 | 45,191 | 131,562 CHF | 132,151 CHF | 100.00% | 100.00% |
11/07/2024 | 0.58% | 2.96 CHF | 2.97 CHF | 100,000 | 100,000 | 44,418 | 44,418 | 135,462 CHF | 136,133 CHF | 99.97% | 99.97% |
10/07/2024 | 0.53% | 2.94 CHF | 2.95 CHF | 100,000 | 100,000 | 44,714 | 44,714 | 130,909 CHF | 131,489 CHF | 100.00% | 100.00% |
09/07/2024 | 0.57% | 2.90 CHF | 2.91 CHF | 100,000 | 100,000 | 44,726 | 44,726 | 132,657 CHF | 133,292 CHF | 99.99% | 99.99% |
08/07/2024 | 0.61% | 2.94 CHF | 2.95 CHF | 100,000 | 100,000 | 44,388 | 44,388 | 130,197 CHF | 130,867 CHF | 100.00% | 100.00% |
05/07/2024 | 0.59% | 2.83 CHF | 2.84 CHF | 105,000 | 105,000 | 47,592 | 47,592 | 128,358 CHF | 128,980 CHF | 99.61% | 99.61% |
04/07/2024 | 0.58% | 2.63 CHF | 2.64 CHF | 42,000 | 42,000 | 34,048 | 34,048 | 89,616 CHF | 90,100 CHF | 99.65% | 99.65% |
03/07/2024 | 0.58% | 2.67 CHF | 2.68 CHF | 105,000 | 105,000 | 47,165 | 47,165 | 125,024 CHF | 125,638 CHF | 100.00% | 100.00% |
02/07/2024 | 0.59% | 2.69 CHF | 2.70 CHF | 105,000 | 105,000 | 45,842 | 45,842 | 120,928 CHF | 121,535 CHF | 100.00% | 100.00% |