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 | 0.34% | 2.99 CHF | 3.00 CHF | 100,000 | 100,000 | 42,433 | 42,433 | 127,353 CHF | 127,778 CHF | 99.39% | 99.39% |
12/07/2024 | 0.36% | 2.99 CHF | 3.00 CHF | 100,000 | 100,000 | 43,319 | 43,319 | 125,232 CHF | 125,666 CHF | 100.00% | 100.00% |
11/07/2024 | 0.33% | 2.92 CHF | 2.93 CHF | 102,000 | 102,000 | 42,335 | 42,335 | 128,529 CHF | 128,955 CHF | 99.99% | 99.99% |
10/07/2024 | 0.34% | 3.05 CHF | 3.06 CHF | 100,000 | 100,000 | 42,633 | 42,633 | 127,229 CHF | 127,656 CHF | 100.00% | 100.00% |
09/07/2024 | 0.35% | 2.95 CHF | 2.96 CHF | 100,000 | 100,000 | 43,026 | 43,026 | 127,185 CHF | 127,616 CHF | 99.95% | 99.95% |
08/07/2024 | 0.35% | 2.93 CHF | 2.94 CHF | 102,000 | 102,000 | 43,473 | 43,473 | 126,585 CHF | 127,020 CHF | 99.86% | 99.86% |
05/07/2024 | 0.33% | 2.89 CHF | 2.90 CHF | 102,000 | 102,000 | 42,408 | 42,408 | 128,315 CHF | 128,740 CHF | 99.66% | 99.66% |
04/07/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 30,000 | 30,000 | 27,318 | 27,318 | 85,898 CHF | 86,172 CHF | 99.00% | 99.00% |
03/07/2024 | 0.34% | 3.06 CHF | 3.07 CHF | 98,000 | 98,000 | 42,316 | 42,316 | 126,349 CHF | 126,773 CHF | 100.00% | 100.00% |
02/07/2024 | 0.36% | 2.91 CHF | 2.92 CHF | 102,000 | 102,000 | 43,312 | 43,312 | 124,462 CHF | 124,896 CHF | 98.81% | 98.81% |