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 | 0.43% | 2.37 CHF | 2.38 CHF | 100,000 | 100,000 | 42,428 | 42,428 | 100,940 CHF | 101,365 CHF | 99.38% | 99.38% |
12/07/2024 | 0.45% | 2.36 CHF | 2.37 CHF | 100,000 | 100,000 | 43,319 | 43,319 | 98,291 CHF | 98,725 CHF | 100.00% | 100.00% |
11/07/2024 | 0.42% | 2.29 CHF | 2.30 CHF | 102,000 | 102,000 | 42,336 | 42,336 | 102,229 CHF | 102,655 CHF | 99.99% | 99.99% |
10/07/2024 | 0.44% | 2.42 CHF | 2.43 CHF | 100,000 | 100,000 | 42,634 | 42,634 | 100,621 CHF | 101,048 CHF | 100.00% | 100.00% |
09/07/2024 | 0.44% | 2.33 CHF | 2.34 CHF | 100,000 | 100,000 | 43,026 | 43,026 | 100,342 CHF | 100,773 CHF | 99.95% | 99.95% |
08/07/2024 | 0.45% | 2.30 CHF | 2.31 CHF | 102,000 | 102,000 | 43,468 | 43,468 | 99,545 CHF | 99,981 CHF | 99.85% | 99.85% |
05/07/2024 | 0.42% | 2.26 CHF | 2.27 CHF | 102,000 | 102,000 | 42,408 | 42,408 | 101,895 CHF | 102,320 CHF | 99.66% | 99.66% |
04/07/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 30,000 | 30,000 | 27,318 | 27,318 | 68,863 CHF | 69,136 CHF | 99.00% | 99.00% |
03/07/2024 | 0.43% | 2.43 CHF | 2.44 CHF | 98,000 | 98,000 | 42,316 | 42,316 | 99,857 CHF | 100,281 CHF | 100.00% | 100.00% |
02/07/2024 | 0.45% | 2.28 CHF | 2.29 CHF | 102,000 | 102,000 | 43,318 | 43,318 | 97,324 CHF | 97,758 CHF | 98.82% | 98.82% |