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 | 0.36% | 2.88 CHF | 2.89 CHF | 110,000 | 110,000 | 49,106 | 49,106 | 141,982 CHF | 142,476 CHF | 99.40% | 99.40% |
12/07/2024 | 0.37% | 2.88 CHF | 2.89 CHF | 110,000 | 110,000 | 49,044 | 49,044 | 136,329 CHF | 136,822 CHF | 100.00% | 100.00% |
11/07/2024 | 0.35% | 2.81 CHF | 2.82 CHF | 110,000 | 110,000 | 46,427 | 46,427 | 136,029 CHF | 136,497 CHF | 99.98% | 99.98% |
10/07/2024 | 0.36% | 2.94 CHF | 2.95 CHF | 110,000 | 110,000 | 48,301 | 48,301 | 138,725 CHF | 139,210 CHF | 100.00% | 100.00% |
09/07/2024 | 0.37% | 2.84 CHF | 2.85 CHF | 110,000 | 110,000 | 48,906 | 48,906 | 139,166 CHF | 139,658 CHF | 99.80% | 99.80% |
08/07/2024 | 0.37% | 2.82 CHF | 2.83 CHF | 110,000 | 110,000 | 48,971 | 48,971 | 137,396 CHF | 137,888 CHF | 99.86% | 99.86% |
05/07/2024 | 0.35% | 2.78 CHF | 2.79 CHF | 110,000 | 110,000 | 46,635 | 46,635 | 135,932 CHF | 136,400 CHF | 99.66% | 99.66% |
04/07/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 90,961 CHF | 91,261 CHF | 99.00% | 99.00% |
03/07/2024 | 0.36% | 2.95 CHF | 2.96 CHF | 100,000 | 100,000 | 48,762 | 48,762 | 140,136 CHF | 140,626 CHF | 99.77% | 99.77% |
02/07/2024 | 0.37% | 2.80 CHF | 2.81 CHF | 110,000 | 110,000 | 48,530 | 48,530 | 134,056 CHF | 134,543 CHF | 98.06% | 98.06% |