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 | 0.43% | 2.39 CHF | 2.40 CHF | 110,000 | 110,000 | 49,109 | 49,109 | 117,652 CHF | 118,146 CHF | 99.40% | 99.40% |
12/07/2024 | 0.46% | 2.38 CHF | 2.39 CHF | 110,000 | 110,000 | 49,042 | 49,042 | 112,118 CHF | 112,611 CHF | 100.00% | 100.00% |
11/07/2024 | 0.42% | 2.32 CHF | 2.33 CHF | 110,000 | 110,000 | 48,797 | 48,797 | 118,840 CHF | 119,332 CHF | 99.99% | 99.99% |
10/07/2024 | 0.44% | 2.44 CHF | 2.45 CHF | 110,000 | 110,000 | 48,998 | 48,998 | 116,439 CHF | 116,931 CHF | 99.99% | 99.99% |
09/07/2024 | 0.45% | 2.35 CHF | 2.36 CHF | 110,000 | 110,000 | 48,926 | 48,926 | 115,005 CHF | 115,497 CHF | 99.80% | 99.80% |
08/07/2024 | 0.45% | 2.33 CHF | 2.34 CHF | 110,000 | 110,000 | 48,973 | 48,973 | 113,301 CHF | 113,794 CHF | 99.86% | 99.86% |
05/07/2024 | 0.42% | 2.29 CHF | 2.30 CHF | 110,000 | 110,000 | 49,080 | 49,080 | 118,905 CHF | 119,397 CHF | 99.66% | 99.66% |
04/07/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 40,000 | 40,000 | 34,633 | 34,633 | 87,684 CHF | 88,030 CHF | 99.00% | 99.00% |
03/07/2024 | 0.43% | 2.45 CHF | 2.46 CHF | 110,000 | 110,000 | 48,986 | 48,986 | 116,435 CHF | 116,927 CHF | 99.91% | 99.91% |
02/07/2024 | 0.45% | 2.30 CHF | 2.31 CHF | 110,000 | 110,000 | 48,578 | 48,578 | 110,307 CHF | 110,795 CHF | 98.45% | 98.45% |