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 | 44,234 | 44,234 | 128,502 CHF | 129,173 CHF | 99.26% | 99.26% |
12/07/2024 | 0.58% | 2.78 CHF | 2.79 CHF | 100,000 | 100,000 | 45,191 | 45,191 | 122,738 CHF | 123,327 CHF | 100.00% | 100.00% |
11/07/2024 | 0.62% | 2.76 CHF | 2.77 CHF | 100,000 | 100,000 | 44,429 | 44,429 | 126,818 CHF | 127,490 CHF | 99.99% | 99.99% |
10/07/2024 | 0.57% | 2.74 CHF | 2.75 CHF | 100,000 | 100,000 | 44,714 | 44,714 | 122,154 CHF | 122,734 CHF | 100.00% | 100.00% |
09/07/2024 | 0.61% | 2.70 CHF | 2.71 CHF | 100,000 | 100,000 | 44,724 | 44,724 | 123,914 CHF | 124,549 CHF | 99.99% | 99.99% |
08/07/2024 | 0.65% | 2.74 CHF | 2.75 CHF | 100,000 | 100,000 | 44,388 | 44,388 | 121,549 CHF | 122,218 CHF | 100.00% | 100.00% |
05/07/2024 | 0.63% | 2.64 CHF | 2.65 CHF | 105,000 | 105,000 | 47,598 | 47,598 | 119,112 CHF | 119,734 CHF | 99.63% | 99.63% |
04/07/2024 | 0.63% | 2.43 CHF | 2.44 CHF | 42,000 | 42,000 | 34,048 | 34,048 | 82,889 CHF | 83,372 CHF | 99.65% | 99.65% |
03/07/2024 | 0.63% | 2.47 CHF | 2.48 CHF | 105,000 | 105,000 | 47,164 | 47,164 | 115,757 CHF | 116,371 CHF | 100.00% | 100.00% |
02/07/2024 | 0.64% | 2.49 CHF | 2.50 CHF | 105,000 | 105,000 | 45,828 | 45,828 | 111,865 CHF | 112,472 CHF | 99.97% | 99.97% |