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 | 0.46% | 2.23 CHF | 2.24 CHF | 110,000 | 110,000 | 49,110 | 49,110 | 109,827 CHF | 110,320 CHF | 99.39% | 99.39% |
12/07/2024 | 0.49% | 2.22 CHF | 2.23 CHF | 110,000 | 110,000 | 49,045 | 49,045 | 104,388 CHF | 104,881 CHF | 100.00% | 100.00% |
11/07/2024 | 0.45% | 2.16 CHF | 2.17 CHF | 110,000 | 110,000 | 48,802 | 48,802 | 111,061 CHF | 111,553 CHF | 100.00% | 100.00% |
10/07/2024 | 0.47% | 2.28 CHF | 2.29 CHF | 110,000 | 110,000 | 48,998 | 48,998 | 108,639 CHF | 109,131 CHF | 99.99% | 99.99% |
09/07/2024 | 0.48% | 2.19 CHF | 2.20 CHF | 110,000 | 110,000 | 48,926 | 48,926 | 107,245 CHF | 107,737 CHF | 99.80% | 99.80% |
08/07/2024 | 0.48% | 2.17 CHF | 2.18 CHF | 110,000 | 110,000 | 48,971 | 48,971 | 105,592 CHF | 106,084 CHF | 99.86% | 99.86% |
05/07/2024 | 0.44% | 2.13 CHF | 2.14 CHF | 110,000 | 110,000 | 49,084 | 49,084 | 111,088 CHF | 111,581 CHF | 99.65% | 99.65% |
04/07/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 40,000 | 40,000 | 34,633 | 34,633 | 82,121 CHF | 82,467 CHF | 98.99% | 98.99% |
03/07/2024 | 0.47% | 2.29 CHF | 2.30 CHF | 110,000 | 110,000 | 49,006 | 49,006 | 108,678 CHF | 109,170 CHF | 99.96% | 99.96% |
02/07/2024 | 0.49% | 2.14 CHF | 2.15 CHF | 110,000 | 110,000 | 48,622 | 48,622 | 102,753 CHF | 103,242 CHF | 98.35% | 98.35% |