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% | 3.01 CHF | 3.02 CHF | 95,000 | 95,000 | 44,081 | 44,081 | 127,737 CHF | 128,407 CHF | 99.98% | 99.98% |
12/07/2024 | 0.58% | 2.77 CHF | 2.78 CHF | 100,000 | 100,000 | 45,191 | 45,191 | 122,404 CHF | 122,993 CHF | 100.00% | 100.00% |
11/07/2024 | 0.63% | 2.76 CHF | 2.77 CHF | 100,000 | 100,000 | 44,430 | 44,430 | 126,418 CHF | 127,089 CHF | 99.99% | 99.99% |
10/07/2024 | 0.57% | 2.74 CHF | 2.75 CHF | 100,000 | 100,000 | 44,714 | 44,714 | 121,835 CHF | 122,416 CHF | 100.00% | 100.00% |
09/07/2024 | 0.61% | 2.69 CHF | 2.70 CHF | 100,000 | 100,000 | 44,731 | 44,731 | 123,607 CHF | 124,242 CHF | 100.00% | 100.00% |
08/07/2024 | 0.65% | 2.73 CHF | 2.74 CHF | 100,000 | 100,000 | 44,383 | 44,383 | 121,133 CHF | 121,802 CHF | 99.99% | 99.99% |
05/07/2024 | 0.64% | 2.63 CHF | 2.64 CHF | 105,000 | 105,000 | 47,596 | 47,596 | 118,694 CHF | 119,316 CHF | 99.62% | 99.62% |
04/07/2024 | 0.63% | 2.42 CHF | 2.43 CHF | 42,000 | 42,000 | 34,021 | 34,021 | 82,559 CHF | 83,043 CHF | 100.00% | 100.00% |
03/07/2024 | 0.63% | 2.47 CHF | 2.48 CHF | 105,000 | 105,000 | 47,165 | 47,165 | 115,412 CHF | 116,025 CHF | 100.00% | 100.00% |
02/07/2024 | 0.64% | 2.48 CHF | 2.49 CHF | 105,000 | 105,000 | 45,834 | 45,834 | 111,560 CHF | 112,166 CHF | 99.98% | 99.98% |