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% | 2.55 CHF | 2.56 CHF | 95,000 | 95,000 | 44,085 | 44,085 | 107,406 CHF | 108,076 CHF | 99.99% | 99.99% |
12/07/2024 | 0.70% | 2.31 CHF | 2.32 CHF | 100,000 | 100,000 | 45,191 | 45,191 | 101,538 CHF | 102,126 CHF | 100.00% | 100.00% |
11/07/2024 | 0.74% | 2.30 CHF | 2.31 CHF | 100,000 | 100,000 | 44,408 | 44,408 | 105,928 CHF | 106,599 CHF | 99.95% | 99.95% |
10/07/2024 | 0.68% | 2.27 CHF | 2.28 CHF | 100,000 | 100,000 | 44,713 | 44,713 | 101,097 CHF | 101,677 CHF | 100.00% | 100.00% |
09/07/2024 | 0.73% | 2.23 CHF | 2.24 CHF | 100,000 | 100,000 | 44,730 | 44,730 | 102,965 CHF | 103,600 CHF | 100.00% | 100.00% |
08/07/2024 | 0.78% | 2.27 CHF | 2.28 CHF | 100,000 | 100,000 | 44,381 | 44,381 | 100,694 CHF | 101,364 CHF | 99.99% | 99.99% |
05/07/2024 | 0.78% | 2.17 CHF | 2.18 CHF | 105,000 | 105,000 | 47,596 | 47,596 | 96,704 CHF | 97,325 CHF | 99.63% | 99.63% |
04/07/2024 | 0.78% | 1.96 CHF | 1.97 CHF | 42,000 | 42,000 | 34,021 | 34,021 | 66,829 CHF | 67,313 CHF | 100.00% | 100.00% |
03/07/2024 | 0.78% | 2.00 CHF | 2.01 CHF | 105,000 | 105,000 | 47,164 | 47,164 | 93,548 CHF | 94,162 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 2.02 CHF | 2.03 CHF | 105,000 | 105,000 | 45,842 | 45,842 | 90,270 CHF | 90,877 CHF | 100.00% | 100.00% |