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 | 0.84% | 2.28 CHF | 2.30 CHF | 40,000 | 40,000 | 39,944 | 39,944 | 95,002 CHF | 95,801 CHF | 100.00% | 100.00% |
12/07/2024 | 0.84% | 2.42 CHF | 2.44 CHF | 40,000 | 40,000 | 48,424 | 48,424 | 115,060 CHF | 116,029 CHF | 100.00% | 100.00% |
11/07/2024 | 0.83% | 2.39 CHF | 2.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,690 CHF | 120,690 CHF | 99.99% | 99.99% |
10/07/2024 | 0.85% | 2.36 CHF | 2.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,697 CHF | 117,697 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 2.41 CHF | 2.43 CHF | 50,000 | 50,000 | 50,154 | 50,154 | 121,343 CHF | 122,332 CHF | 100.00% | 100.00% |
08/07/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 60,000 | 60,000 | 59,896 | 59,896 | 138,217 CHF | 138,817 CHF | 100.00% | 100.00% |
05/07/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 137,232 CHF | 137,832 CHF | 100.00% | 100.00% |
04/07/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 138,989 CHF | 139,589 CHF | 100.00% | 100.00% |
03/07/2024 | 0.44% | 2.32 CHF | 2.33 CHF | 60,000 | 60,000 | 60,012 | 60,012 | 137,553 CHF | 138,154 CHF | 100.00% | 100.00% |
02/07/2024 | 0.46% | 2.26 CHF | 2.27 CHF | 60,000 | 60,000 | 66,142 | 66,142 | 143,751 CHF | 144,412 CHF | 100.00% | 100.00% |