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 | 0.99% | 2.89 CHF | 2.90 CHF | 130,000 | 130,000 | 53,488 | 53,488 | 154,049 CHF | 155,157 CHF | 98.93% | 98.93% |
12/07/2024 | 1.06% | 2.85 CHF | 2.86 CHF | 130,000 | 130,000 | 53,156 | 53,156 | 146,821 CHF | 147,927 CHF | 100.00% | 100.00% |
11/07/2024 | 0.96% | 2.83 CHF | 2.84 CHF | 130,000 | 130,000 | 52,233 | 52,233 | 153,234 CHF | 154,331 CHF | 99.98% | 99.98% |
10/07/2024 | 0.98% | 2.97 CHF | 2.98 CHF | 130,000 | 130,000 | 53,377 | 53,377 | 157,159 CHF | 158,270 CHF | 99.56% | 99.56% |
09/07/2024 | 0.96% | 2.90 CHF | 2.91 CHF | 130,000 | 130,000 | 53,176 | 53,176 | 158,441 CHF | 159,549 CHF | 100.00% | 100.00% |
08/07/2024 | 1.00% | 2.94 CHF | 2.95 CHF | 130,000 | 130,000 | 52,820 | 52,820 | 152,992 CHF | 154,093 CHF | 100.00% | 100.00% |
05/07/2024 | 1.07% | 2.82 CHF | 2.83 CHF | 130,000 | 130,000 | 54,379 | 54,379 | 146,233 CHF | 147,341 CHF | 95.78% | 95.78% |
04/07/2024 | 1.15% | 2.56 CHF | 2.58 CHF | 40,000 | 40,000 | 34,696 | 34,696 | 89,306 CHF | 90,297 CHF | 97.97% | 97.97% |
03/07/2024 | 0.94% | 2.58 CHF | 2.59 CHF | 140,000 | 140,000 | 57,673 | 57,673 | 143,770 CHF | 144,791 CHF | 98.16% | 98.16% |
02/07/2024 | 0.99% | 2.39 CHF | 2.40 CHF | 150,000 | 150,000 | 59,195 | 59,195 | 140,142 CHF | 141,169 CHF | 99.78% | 99.78% |