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 | 0.38% | 2.70 CHF | 2.71 CHF | 100,000 | 100,000 | 42,431 | 42,431 | 115,117 CHF | 115,542 CHF | 99.41% | 99.41% |
12/07/2024 | 0.40% | 2.70 CHF | 2.71 CHF | 100,000 | 100,000 | 43,318 | 43,318 | 112,772 CHF | 113,206 CHF | 100.00% | 100.00% |
11/07/2024 | 0.37% | 2.63 CHF | 2.64 CHF | 102,000 | 102,000 | 42,328 | 42,328 | 116,351 CHF | 116,777 CHF | 99.98% | 99.98% |
10/07/2024 | 0.38% | 2.76 CHF | 2.77 CHF | 100,000 | 100,000 | 42,633 | 42,633 | 114,901 CHF | 115,328 CHF | 100.00% | 100.00% |
09/07/2024 | 0.39% | 2.66 CHF | 2.67 CHF | 100,000 | 100,000 | 43,026 | 43,026 | 114,758 CHF | 115,190 CHF | 99.95% | 99.95% |
08/07/2024 | 0.39% | 2.64 CHF | 2.65 CHF | 102,000 | 102,000 | 43,473 | 43,473 | 114,085 CHF | 114,521 CHF | 99.86% | 99.86% |
05/07/2024 | 0.37% | 2.60 CHF | 2.61 CHF | 102,000 | 102,000 | 42,404 | 42,404 | 116,068 CHF | 116,493 CHF | 99.65% | 99.65% |
04/07/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 30,000 | 30,000 | 27,318 | 27,318 | 77,982 CHF | 78,256 CHF | 98.99% | 98.99% |
03/07/2024 | 0.38% | 2.77 CHF | 2.78 CHF | 98,000 | 98,000 | 42,316 | 42,316 | 114,098 CHF | 114,521 CHF | 100.00% | 100.00% |
02/07/2024 | 0.39% | 2.62 CHF | 2.63 CHF | 102,000 | 102,000 | 43,312 | 43,312 | 111,924 CHF | 112,358 CHF | 98.81% | 98.81% |