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 | 0.64% | 2.92 CHF | 2.93 CHF | 95,000 | 95,000 | 44,229 | 44,229 | 124,136 CHF | 124,807 CHF | 99.25% | 99.25% |
12/07/2024 | 0.60% | 2.68 CHF | 2.69 CHF | 100,000 | 100,000 | 45,191 | 45,191 | 118,283 CHF | 118,872 CHF | 100.00% | 100.00% |
11/07/2024 | 0.65% | 2.67 CHF | 2.68 CHF | 100,000 | 100,000 | 44,424 | 44,424 | 122,420 CHF | 123,092 CHF | 99.98% | 99.98% |
10/07/2024 | 0.59% | 2.64 CHF | 2.65 CHF | 100,000 | 100,000 | 44,714 | 44,714 | 117,740 CHF | 118,321 CHF | 100.00% | 100.00% |
09/07/2024 | 0.63% | 2.60 CHF | 2.61 CHF | 100,000 | 100,000 | 44,730 | 44,730 | 119,505 CHF | 120,141 CHF | 100.00% | 100.00% |
08/07/2024 | 0.68% | 2.64 CHF | 2.65 CHF | 100,000 | 100,000 | 44,383 | 44,383 | 117,154 CHF | 117,823 CHF | 99.99% | 99.99% |
05/07/2024 | 0.66% | 2.54 CHF | 2.55 CHF | 105,000 | 105,000 | 47,597 | 47,597 | 114,416 CHF | 115,038 CHF | 99.63% | 99.63% |
04/07/2024 | 0.65% | 2.33 CHF | 2.34 CHF | 42,000 | 42,000 | 34,048 | 34,048 | 79,496 CHF | 79,979 CHF | 99.65% | 99.65% |
03/07/2024 | 0.66% | 2.38 CHF | 2.39 CHF | 105,000 | 105,000 | 47,164 | 47,164 | 111,083 CHF | 111,697 CHF | 100.00% | 100.00% |
02/07/2024 | 0.67% | 2.39 CHF | 2.40 CHF | 105,000 | 105,000 | 45,833 | 45,833 | 107,416 CHF | 108,023 CHF | 99.98% | 99.98% |