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 | 0.69% | 2.71 CHF | 2.72 CHF | 95,000 | 95,000 | 44,233 | 44,233 | 114,970 CHF | 115,641 CHF | 99.26% | 99.26% |
12/07/2024 | 0.65% | 2.47 CHF | 2.48 CHF | 100,000 | 100,000 | 45,192 | 45,192 | 108,910 CHF | 109,498 CHF | 100.00% | 100.00% |
11/07/2024 | 0.70% | 2.46 CHF | 2.47 CHF | 100,000 | 100,000 | 44,407 | 44,407 | 113,076 CHF | 113,748 CHF | 99.95% | 99.95% |
10/07/2024 | 0.64% | 2.44 CHF | 2.45 CHF | 100,000 | 100,000 | 44,714 | 44,714 | 108,419 CHF | 108,999 CHF | 100.00% | 100.00% |
09/07/2024 | 0.68% | 2.39 CHF | 2.40 CHF | 100,000 | 100,000 | 44,730 | 44,730 | 110,194 CHF | 110,829 CHF | 100.00% | 100.00% |
08/07/2024 | 0.73% | 2.44 CHF | 2.45 CHF | 100,000 | 100,000 | 44,387 | 44,387 | 107,931 CHF | 108,600 CHF | 100.00% | 100.00% |
05/07/2024 | 0.72% | 2.33 CHF | 2.34 CHF | 105,000 | 105,000 | 47,598 | 47,598 | 104,511 CHF | 105,133 CHF | 99.63% | 99.63% |
04/07/2024 | 0.72% | 2.12 CHF | 2.13 CHF | 42,000 | 42,000 | 34,048 | 34,048 | 72,384 CHF | 72,867 CHF | 99.65% | 99.65% |
03/07/2024 | 0.72% | 2.17 CHF | 2.18 CHF | 105,000 | 105,000 | 47,160 | 47,160 | 101,206 CHF | 101,820 CHF | 99.99% | 99.99% |
02/07/2024 | 0.74% | 2.18 CHF | 2.19 CHF | 105,000 | 105,000 | 45,833 | 45,833 | 97,805 CHF | 98,412 CHF | 99.98% | 99.98% |