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% | 3.41 CHF | 3.42 CHF | 95,000 | 95,000 | 44,234 | 44,234 | 145,912 CHF | 146,583 CHF | 99.26% | 99.26% |
12/07/2024 | 0.50% | 3.17 CHF | 3.18 CHF | 100,000 | 100,000 | 45,191 | 45,191 | 140,529 CHF | 141,118 CHF | 100.00% | 100.00% |
11/07/2024 | 0.55% | 3.16 CHF | 3.17 CHF | 100,000 | 100,000 | 44,500 | 44,500 | 144,482 CHF | 145,155 CHF | 99.98% | 99.98% |
10/07/2024 | 0.50% | 3.14 CHF | 3.15 CHF | 100,000 | 100,000 | 44,714 | 44,714 | 139,753 CHF | 140,334 CHF | 100.00% | 100.00% |
09/07/2024 | 0.53% | 3.10 CHF | 3.11 CHF | 100,000 | 100,000 | 44,726 | 44,726 | 141,574 CHF | 142,209 CHF | 99.99% | 99.99% |
08/07/2024 | 0.57% | 3.14 CHF | 3.15 CHF | 100,000 | 100,000 | 44,388 | 44,388 | 138,957 CHF | 139,627 CHF | 100.00% | 100.00% |
05/07/2024 | 0.55% | 3.03 CHF | 3.04 CHF | 105,000 | 105,000 | 47,597 | 47,597 | 137,866 CHF | 138,488 CHF | 99.63% | 99.63% |
04/07/2024 | 0.54% | 2.83 CHF | 2.84 CHF | 42,000 | 42,000 | 34,048 | 34,048 | 96,334 CHF | 96,817 CHF | 99.65% | 99.65% |
03/07/2024 | 0.54% | 2.87 CHF | 2.88 CHF | 105,000 | 105,000 | 47,164 | 47,164 | 134,370 CHF | 134,984 CHF | 100.00% | 100.00% |
02/07/2024 | 0.55% | 2.89 CHF | 2.90 CHF | 105,000 | 105,000 | 45,842 | 45,842 | 130,127 CHF | 130,734 CHF | 100.00% | 100.00% |