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 | 0.66% | 2.82 CHF | 2.83 CHF | 95,000 | 95,000 | 44,234 | 44,234 | 119,881 CHF | 120,552 CHF | 99.26% | 99.26% |
12/07/2024 | 0.62% | 2.58 CHF | 2.59 CHF | 100,000 | 100,000 | 45,191 | 45,191 | 113,925 CHF | 114,514 CHF | 100.00% | 100.00% |
11/07/2024 | 0.67% | 2.57 CHF | 2.58 CHF | 100,000 | 100,000 | 44,481 | 44,481 | 118,205 CHF | 118,878 CHF | 99.95% | 99.95% |
10/07/2024 | 0.61% | 2.55 CHF | 2.56 CHF | 100,000 | 100,000 | 44,714 | 44,714 | 113,321 CHF | 113,902 CHF | 100.00% | 100.00% |
09/07/2024 | 0.65% | 2.51 CHF | 2.52 CHF | 100,000 | 100,000 | 44,726 | 44,726 | 115,159 CHF | 115,794 CHF | 99.99% | 99.99% |
08/07/2024 | 0.70% | 2.55 CHF | 2.56 CHF | 100,000 | 100,000 | 44,388 | 44,388 | 112,789 CHF | 113,459 CHF | 100.00% | 100.00% |
05/07/2024 | 0.69% | 2.44 CHF | 2.45 CHF | 105,000 | 105,000 | 47,597 | 47,597 | 109,731 CHF | 110,352 CHF | 99.63% | 99.63% |
04/07/2024 | 0.68% | 2.24 CHF | 2.25 CHF | 42,000 | 42,000 | 34,048 | 34,048 | 76,222 CHF | 76,706 CHF | 99.65% | 99.65% |
03/07/2024 | 0.69% | 2.28 CHF | 2.29 CHF | 105,000 | 105,000 | 47,149 | 47,164 | 106,436 CHF | 107,085 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 2.29 CHF | 2.30 CHF | 105,000 | 105,000 | 45,843 | 45,843 | 102,880 CHF | 103,487 CHF | 99.99% | 99.99% |