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 | 0.74% | 2.54 CHF | 2.55 CHF | 95,000 | 95,000 | 44,227 | 44,227 | 107,355 CHF | 108,026 CHF | 99.25% | 99.25% |
12/07/2024 | 0.70% | 2.30 CHF | 2.31 CHF | 100,000 | 100,000 | 45,191 | 45,191 | 101,126 CHF | 101,715 CHF | 100.00% | 100.00% |
11/07/2024 | 0.75% | 2.29 CHF | 2.30 CHF | 100,000 | 100,000 | 44,406 | 44,406 | 105,525 CHF | 106,196 CHF | 99.95% | 99.95% |
10/07/2024 | 0.69% | 2.26 CHF | 2.27 CHF | 100,000 | 100,000 | 44,714 | 44,714 | 100,705 CHF | 101,286 CHF | 100.00% | 100.00% |
09/07/2024 | 0.73% | 2.22 CHF | 2.23 CHF | 100,000 | 100,000 | 44,730 | 44,730 | 102,480 CHF | 103,116 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 2.26 CHF | 2.27 CHF | 100,000 | 100,000 | 44,382 | 44,382 | 100,292 CHF | 100,961 CHF | 99.99% | 99.99% |
05/07/2024 | 0.79% | 2.16 CHF | 2.17 CHF | 105,000 | 105,000 | 47,596 | 47,596 | 96,269 CHF | 96,891 CHF | 99.62% | 99.62% |
04/07/2024 | 0.78% | 1.95 CHF | 1.96 CHF | 42,000 | 42,000 | 34,021 | 34,021 | 66,481 CHF | 66,965 CHF | 100.00% | 100.00% |
03/07/2024 | 0.78% | 1.99 CHF | 2.00 CHF | 105,000 | 105,000 | 47,164 | 47,164 | 93,134 CHF | 93,748 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 2.01 CHF | 2.02 CHF | 105,000 | 105,000 | 45,841 | 45,841 | 89,848 CHF | 90,455 CHF | 100.00% | 100.00% |