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 | 0.40% | 2.55 CHF | 2.56 CHF | 110,000 | 110,000 | 49,108 | 49,108 | 125,633 CHF | 126,126 CHF | 99.37% | 99.37% |
12/07/2024 | 0.43% | 2.54 CHF | 2.55 CHF | 110,000 | 110,000 | 49,040 | 49,040 | 120,041 CHF | 120,534 CHF | 99.99% | 99.99% |
11/07/2024 | 0.39% | 2.48 CHF | 2.49 CHF | 110,000 | 110,000 | 48,792 | 48,792 | 126,810 CHF | 127,302 CHF | 99.99% | 99.99% |
10/07/2024 | 0.41% | 2.60 CHF | 2.61 CHF | 110,000 | 110,000 | 49,005 | 49,005 | 124,452 CHF | 124,944 CHF | 100.00% | 100.00% |
09/07/2024 | 0.42% | 2.51 CHF | 2.52 CHF | 110,000 | 110,000 | 48,926 | 48,926 | 122,943 CHF | 123,435 CHF | 99.80% | 99.80% |
08/07/2024 | 0.42% | 2.49 CHF | 2.50 CHF | 110,000 | 110,000 | 48,972 | 48,972 | 121,192 CHF | 121,684 CHF | 99.86% | 99.86% |
05/07/2024 | 0.39% | 2.45 CHF | 2.46 CHF | 110,000 | 110,000 | 49,083 | 49,083 | 126,910 CHF | 127,403 CHF | 99.65% | 99.65% |
04/07/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 40,000 | 40,000 | 34,633 | 34,633 | 93,345 CHF | 93,691 CHF | 98.99% | 98.99% |
03/07/2024 | 0.42% | 2.61 CHF | 2.62 CHF | 110,000 | 110,000 | 46,809 | 46,809 | 118,902 CHF | 119,374 CHF | 99.98% | 99.98% |
02/07/2024 | 0.42% | 2.46 CHF | 2.47 CHF | 110,000 | 110,000 | 48,497 | 48,497 | 117,920 CHF | 118,407 CHF | 98.16% | 98.16% |