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 | 44,090 | 44,090 | 114,770 CHF | 115,440 CHF | 100.00% | 100.00% |
12/07/2024 | 0.65% | 2.48 CHF | 2.49 CHF | 100,000 | 100,000 | 45,191 | 45,191 | 109,081 CHF | 109,670 CHF | 100.00% | 100.00% |
11/07/2024 | 0.70% | 2.46 CHF | 2.47 CHF | 100,000 | 100,000 | 44,424 | 44,424 | 113,365 CHF | 114,037 CHF | 99.98% | 99.98% |
10/07/2024 | 0.64% | 2.44 CHF | 2.45 CHF | 100,000 | 100,000 | 44,714 | 44,714 | 108,578 CHF | 109,158 CHF | 100.00% | 100.00% |
09/07/2024 | 0.68% | 2.40 CHF | 2.41 CHF | 100,000 | 100,000 | 44,731 | 44,731 | 110,348 CHF | 110,984 CHF | 100.00% | 100.00% |
08/07/2024 | 0.73% | 2.44 CHF | 2.45 CHF | 100,000 | 100,000 | 44,388 | 44,388 | 108,082 CHF | 108,752 CHF | 100.00% | 100.00% |
05/07/2024 | 0.72% | 2.34 CHF | 2.35 CHF | 105,000 | 105,000 | 47,597 | 47,597 | 104,675 CHF | 105,297 CHF | 99.63% | 99.63% |
04/07/2024 | 0.72% | 2.13 CHF | 2.14 CHF | 42,000 | 42,000 | 34,021 | 34,021 | 72,522 CHF | 73,005 CHF | 100.00% | 100.00% |
03/07/2024 | 0.72% | 2.17 CHF | 2.18 CHF | 105,000 | 105,000 | 47,164 | 47,164 | 101,359 CHF | 101,973 CHF | 100.00% | 100.00% |
02/07/2024 | 0.73% | 2.19 CHF | 2.20 CHF | 105,000 | 105,000 | 45,841 | 45,841 | 97,961 CHF | 98,568 CHF | 100.00% | 100.00% |