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 | 0.38% | 2.72 CHF | 2.73 CHF | 110,000 | 110,000 | 49,109 | 49,109 | 133,763 CHF | 134,257 CHF | 99.39% | 99.39% |
12/07/2024 | 0.40% | 2.71 CHF | 2.72 CHF | 110,000 | 110,000 | 49,045 | 49,045 | 128,151 CHF | 128,644 CHF | 100.00% | 100.00% |
11/07/2024 | 0.37% | 2.64 CHF | 2.65 CHF | 110,000 | 110,000 | 46,443 | 46,443 | 128,254 CHF | 128,722 CHF | 100.00% | 100.00% |
10/07/2024 | 0.38% | 2.77 CHF | 2.78 CHF | 110,000 | 110,000 | 48,998 | 48,998 | 132,525 CHF | 133,017 CHF | 99.99% | 99.99% |
09/07/2024 | 0.39% | 2.67 CHF | 2.68 CHF | 110,000 | 110,000 | 48,924 | 48,924 | 131,011 CHF | 131,503 CHF | 99.80% | 99.80% |
08/07/2024 | 0.39% | 2.65 CHF | 2.66 CHF | 110,000 | 110,000 | 48,974 | 48,974 | 129,228 CHF | 129,720 CHF | 99.86% | 99.86% |
05/07/2024 | 0.37% | 2.61 CHF | 2.62 CHF | 110,000 | 110,000 | 46,634 | 46,634 | 128,097 CHF | 128,564 CHF | 99.66% | 99.66% |
04/07/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 85,889 CHF | 86,189 CHF | 99.00% | 99.00% |
03/07/2024 | 0.38% | 2.78 CHF | 2.79 CHF | 100,000 | 100,000 | 48,798 | 48,798 | 132,024 CHF | 132,514 CHF | 99.84% | 99.84% |
02/07/2024 | 0.40% | 2.63 CHF | 2.64 CHF | 110,000 | 110,000 | 48,599 | 48,599 | 126,099 CHF | 126,587 CHF | 98.24% | 98.24% |