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 | 0.36% | 2.81 CHF | 2.82 CHF | 100,000 | 100,000 | 42,425 | 42,425 | 119,495 CHF | 119,920 CHF | 99.37% | 99.37% |
12/07/2024 | 0.38% | 2.80 CHF | 2.81 CHF | 100,000 | 100,000 | 43,318 | 43,318 | 117,239 CHF | 117,673 CHF | 100.00% | 100.00% |
11/07/2024 | 0.36% | 2.73 CHF | 2.74 CHF | 102,000 | 102,000 | 42,342 | 42,342 | 120,753 CHF | 121,179 CHF | 100.00% | 100.00% |
10/07/2024 | 0.37% | 2.86 CHF | 2.87 CHF | 100,000 | 100,000 | 42,635 | 42,635 | 119,308 CHF | 119,735 CHF | 100.00% | 100.00% |
09/07/2024 | 0.37% | 2.76 CHF | 2.77 CHF | 100,000 | 100,000 | 43,026 | 43,026 | 119,190 CHF | 119,621 CHF | 99.95% | 99.95% |
08/07/2024 | 0.37% | 2.74 CHF | 2.75 CHF | 102,000 | 102,000 | 43,471 | 43,471 | 118,565 CHF | 119,000 CHF | 99.86% | 99.86% |
05/07/2024 | 0.35% | 2.70 CHF | 2.71 CHF | 102,000 | 102,000 | 42,400 | 42,400 | 120,445 CHF | 120,870 CHF | 99.65% | 99.65% |
04/07/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 30,000 | 30,000 | 27,318 | 27,318 | 80,853 CHF | 81,126 CHF | 98.99% | 98.99% |
03/07/2024 | 0.36% | 2.87 CHF | 2.88 CHF | 98,000 | 98,000 | 42,312 | 42,312 | 118,452 CHF | 118,876 CHF | 99.99% | 99.99% |
02/07/2024 | 0.38% | 2.72 CHF | 2.73 CHF | 102,000 | 102,000 | 43,318 | 43,318 | 116,399 CHF | 116,833 CHF | 98.82% | 98.82% |