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 | 0.35% | 2.88 CHF | 2.89 CHF | 100,000 | 100,000 | 42,429 | 42,429 | 122,719 CHF | 123,144 CHF | 99.38% | 99.38% |
12/07/2024 | 0.37% | 2.88 CHF | 2.89 CHF | 100,000 | 100,000 | 43,319 | 43,319 | 120,528 CHF | 120,962 CHF | 100.00% | 100.00% |
11/07/2024 | 0.35% | 2.81 CHF | 2.82 CHF | 102,000 | 102,000 | 42,340 | 42,340 | 123,962 CHF | 124,387 CHF | 100.00% | 100.00% |
10/07/2024 | 0.36% | 2.94 CHF | 2.95 CHF | 100,000 | 100,000 | 42,633 | 42,633 | 122,566 CHF | 122,993 CHF | 100.00% | 100.00% |
09/07/2024 | 0.36% | 2.84 CHF | 2.85 CHF | 100,000 | 100,000 | 43,026 | 43,026 | 122,488 CHF | 122,919 CHF | 99.95% | 99.95% |
08/07/2024 | 0.36% | 2.82 CHF | 2.83 CHF | 102,000 | 102,000 | 43,472 | 43,472 | 121,876 CHF | 122,312 CHF | 99.86% | 99.86% |
05/07/2024 | 0.34% | 2.78 CHF | 2.79 CHF | 102,000 | 102,000 | 42,403 | 42,403 | 123,684 CHF | 124,109 CHF | 99.65% | 99.65% |
04/07/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 30,000 | 30,000 | 27,318 | 27,318 | 82,900 CHF | 83,173 CHF | 98.99% | 98.99% |
03/07/2024 | 0.35% | 2.95 CHF | 2.96 CHF | 98,000 | 98,000 | 42,316 | 42,316 | 121,712 CHF | 122,136 CHF | 100.00% | 100.00% |
02/07/2024 | 0.37% | 2.80 CHF | 2.81 CHF | 102,000 | 102,000 | 43,312 | 43,312 | 119,731 CHF | 120,165 CHF | 98.81% | 98.81% |