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 | 0.48% | 2.47 CHF | 2.49 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 249,806 CHF | 251,008 CHF | 98.08% | 98.08% |
12/07/2024 | 0.47% | 2.46 CHF | 2.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 244,723 CHF | 245,869 CHF | 98.95% | 98.95% |
11/07/2024 | 0.40% | 2.45 CHF | 2.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 247,855 CHF | 248,855 CHF | 97.16% | 97.16% |
10/07/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 241,596 CHF | 242,596 CHF | 100.00% | 100.00% |
09/07/2024 | 0.50% | 2.45 CHF | 2.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 245,552 CHF | 246,773 CHF | 100.00% | 100.00% |
08/07/2024 | 0.43% | 2.43 CHF | 2.44 CHF | 100,000 | 100,000 | 99,416 | 99,416 | 234,685 CHF | 235,685 CHF | 100.00% | 100.00% |
05/07/2024 | 0.98% | 2.23 CHF | 2.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,729 CHF | 113,842 CHF | 99.53% | 99.53% |
04/07/2024 | 0.96% | 2.26 CHF | 2.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,164 CHF | 113,241 CHF | 100.00% | 100.00% |
03/07/2024 | 0.97% | 2.19 CHF | 2.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,803 CHF | 110,878 CHF | 99.71% | 99.71% |
02/07/2024 | 0.91% | 2.27 CHF | 2.30 CHF | 50,000 | 50,000 | 58,188 | 58,188 | 130,588 CHF | 131,698 CHF | 90.66% | 90.66% |