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 | 0.41% | 2.46 CHF | 2.47 CHF | 100,000 | 100,000 | 42,433 | 42,433 | 104,942 CHF | 105,367 CHF | 99.39% | 99.39% |
12/07/2024 | 0.44% | 2.46 CHF | 2.47 CHF | 100,000 | 100,000 | 43,318 | 43,318 | 102,349 CHF | 102,783 CHF | 100.00% | 100.00% |
11/07/2024 | 0.40% | 2.39 CHF | 2.40 CHF | 102,000 | 102,000 | 42,340 | 42,340 | 106,206 CHF | 106,631 CHF | 100.00% | 100.00% |
10/07/2024 | 0.42% | 2.52 CHF | 2.53 CHF | 100,000 | 100,000 | 42,633 | 42,633 | 104,637 CHF | 105,064 CHF | 100.00% | 100.00% |
09/07/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 100,000 | 100,000 | 43,026 | 43,026 | 104,409 CHF | 104,840 CHF | 99.95% | 99.95% |
08/07/2024 | 0.43% | 2.40 CHF | 2.41 CHF | 102,000 | 102,000 | 43,473 | 43,473 | 103,639 CHF | 104,074 CHF | 99.86% | 99.86% |
05/07/2024 | 0.40% | 2.36 CHF | 2.37 CHF | 102,000 | 102,000 | 42,408 | 42,408 | 105,892 CHF | 106,317 CHF | 99.66% | 99.66% |
04/07/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 30,000 | 30,000 | 27,318 | 27,318 | 71,422 CHF | 71,695 CHF | 99.00% | 99.00% |
03/07/2024 | 0.42% | 2.53 CHF | 2.54 CHF | 98,000 | 98,000 | 42,316 | 42,316 | 103,900 CHF | 104,323 CHF | 100.00% | 100.00% |
02/07/2024 | 0.44% | 2.38 CHF | 2.39 CHF | 102,000 | 102,000 | 43,318 | 43,318 | 101,457 CHF | 101,891 CHF | 98.82% | 98.82% |