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 | 0.68% | 2.75 CHF | 2.76 CHF | 95,000 | 95,000 | 44,085 | 44,085 | 116,593 CHF | 117,263 CHF | 99.99% | 99.99% |
12/07/2024 | 0.64% | 2.52 CHF | 2.53 CHF | 100,000 | 100,000 | 45,192 | 45,192 | 111,219 CHF | 111,808 CHF | 100.00% | 100.00% |
11/07/2024 | 0.69% | 2.51 CHF | 2.52 CHF | 100,000 | 100,000 | 44,416 | 44,416 | 115,195 CHF | 115,866 CHF | 99.97% | 99.97% |
10/07/2024 | 0.63% | 2.48 CHF | 2.49 CHF | 100,000 | 100,000 | 44,714 | 44,714 | 110,613 CHF | 111,193 CHF | 100.00% | 100.00% |
09/07/2024 | 0.67% | 2.45 CHF | 2.46 CHF | 100,000 | 100,000 | 44,730 | 44,730 | 112,410 CHF | 113,045 CHF | 100.00% | 100.00% |
08/07/2024 | 0.72% | 2.49 CHF | 2.50 CHF | 100,000 | 100,000 | 44,388 | 44,388 | 110,106 CHF | 110,775 CHF | 100.00% | 100.00% |
05/07/2024 | 0.71% | 2.39 CHF | 2.40 CHF | 105,000 | 105,000 | 47,596 | 47,596 | 107,156 CHF | 107,778 CHF | 99.63% | 99.63% |
04/07/2024 | 0.70% | 2.18 CHF | 2.19 CHF | 42,000 | 42,000 | 34,021 | 34,021 | 74,315 CHF | 74,799 CHF | 100.00% | 100.00% |
03/07/2024 | 0.70% | 2.22 CHF | 2.23 CHF | 105,000 | 105,000 | 47,164 | 47,164 | 104,000 CHF | 104,613 CHF | 100.00% | 100.00% |
02/07/2024 | 0.72% | 2.24 CHF | 2.25 CHF | 105,000 | 105,000 | 45,844 | 45,844 | 100,459 CHF | 101,066 CHF | 99.99% | 99.99% |