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 | 0.62% | 3.02 CHF | 3.03 CHF | 95,000 | 95,000 | 44,091 | 44,091 | 128,700 CHF | 129,370 CHF | 100.00% | 100.00% |
12/07/2024 | 0.57% | 2.80 CHF | 2.81 CHF | 100,000 | 100,000 | 45,191 | 45,191 | 123,617 CHF | 124,206 CHF | 100.00% | 100.00% |
11/07/2024 | 0.62% | 2.78 CHF | 2.79 CHF | 100,000 | 100,000 | 44,492 | 44,492 | 127,620 CHF | 128,293 CHF | 99.97% | 99.97% |
10/07/2024 | 0.56% | 2.76 CHF | 2.77 CHF | 100,000 | 100,000 | 44,714 | 44,714 | 122,940 CHF | 123,520 CHF | 100.00% | 100.00% |
09/07/2024 | 0.60% | 2.72 CHF | 2.73 CHF | 100,000 | 100,000 | 44,731 | 44,731 | 124,735 CHF | 125,370 CHF | 100.00% | 100.00% |
08/07/2024 | 0.65% | 2.76 CHF | 2.77 CHF | 100,000 | 100,000 | 44,383 | 44,383 | 122,281 CHF | 122,950 CHF | 99.99% | 99.99% |
05/07/2024 | 0.63% | 2.66 CHF | 2.67 CHF | 105,000 | 105,000 | 47,596 | 47,596 | 120,268 CHF | 120,889 CHF | 99.63% | 99.63% |
04/07/2024 | 0.62% | 2.46 CHF | 2.47 CHF | 42,000 | 42,000 | 34,021 | 34,021 | 83,763 CHF | 84,247 CHF | 100.00% | 100.00% |
03/07/2024 | 0.62% | 2.50 CHF | 2.51 CHF | 105,000 | 105,000 | 47,165 | 47,165 | 117,044 CHF | 117,658 CHF | 100.00% | 100.00% |
02/07/2024 | 0.63% | 2.52 CHF | 2.53 CHF | 105,000 | 105,000 | 45,841 | 45,841 | 113,182 CHF | 113,789 CHF | 100.00% | 100.00% |