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 | 0.39% | 2.62 CHF | 2.63 CHF | 100,000 | 100,000 | 42,431 | 42,431 | 111,683 CHF | 112,108 CHF | 99.38% | 99.38% |
12/07/2024 | 0.41% | 2.62 CHF | 2.63 CHF | 100,000 | 100,000 | 43,318 | 43,318 | 109,239 CHF | 109,673 CHF | 100.00% | 100.00% |
11/07/2024 | 0.38% | 2.55 CHF | 2.56 CHF | 102,000 | 102,000 | 42,340 | 42,340 | 112,931 CHF | 113,356 CHF | 100.00% | 100.00% |
10/07/2024 | 0.39% | 2.68 CHF | 2.69 CHF | 100,000 | 100,000 | 42,634 | 42,634 | 111,446 CHF | 111,873 CHF | 100.00% | 100.00% |
09/07/2024 | 0.40% | 2.58 CHF | 2.59 CHF | 100,000 | 100,000 | 43,026 | 43,026 | 111,269 CHF | 111,700 CHF | 99.95% | 99.95% |
08/07/2024 | 0.40% | 2.56 CHF | 2.57 CHF | 102,000 | 102,000 | 43,474 | 43,474 | 110,557 CHF | 110,992 CHF | 99.86% | 99.86% |
05/07/2024 | 0.38% | 2.52 CHF | 2.53 CHF | 102,000 | 102,000 | 42,406 | 42,406 | 112,635 CHF | 113,060 CHF | 99.66% | 99.66% |
04/07/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 30,000 | 30,000 | 27,318 | 27,318 | 75,789 CHF | 76,062 CHF | 98.99% | 98.99% |
03/07/2024 | 0.39% | 2.69 CHF | 2.70 CHF | 98,000 | 98,000 | 42,316 | 42,316 | 110,652 CHF | 111,076 CHF | 100.00% | 100.00% |
02/07/2024 | 0.41% | 2.54 CHF | 2.55 CHF | 102,000 | 102,000 | 43,317 | 43,317 | 108,386 CHF | 108,820 CHF | 98.82% | 98.82% |