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 | 0.45% | 2.24 CHF | 2.25 CHF | 100,000 | 100,000 | 42,434 | 42,434 | 95,511 CHF | 95,936 CHF | 99.39% | 99.39% |
12/07/2024 | 0.48% | 2.24 CHF | 2.25 CHF | 100,000 | 100,000 | 43,319 | 43,319 | 92,723 CHF | 93,157 CHF | 100.00% | 100.00% |
11/07/2024 | 0.44% | 2.17 CHF | 2.18 CHF | 102,000 | 102,000 | 42,339 | 42,339 | 96,814 CHF | 97,240 CHF | 100.00% | 100.00% |
10/07/2024 | 0.46% | 2.29 CHF | 2.30 CHF | 100,000 | 100,000 | 42,633 | 42,633 | 95,144 CHF | 95,571 CHF | 100.00% | 100.00% |
09/07/2024 | 0.47% | 2.20 CHF | 2.21 CHF | 100,000 | 100,000 | 43,026 | 43,026 | 94,832 CHF | 95,263 CHF | 99.95% | 99.95% |
08/07/2024 | 0.47% | 2.18 CHF | 2.19 CHF | 102,000 | 102,000 | 43,472 | 43,472 | 93,985 CHF | 94,420 CHF | 99.86% | 99.86% |
05/07/2024 | 0.44% | 2.14 CHF | 2.15 CHF | 102,000 | 102,000 | 42,407 | 42,407 | 96,450 CHF | 96,875 CHF | 99.66% | 99.66% |
04/07/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 30,000 | 30,000 | 27,318 | 27,318 | 65,334 CHF | 65,608 CHF | 98.99% | 98.99% |
03/07/2024 | 0.46% | 2.30 CHF | 2.31 CHF | 98,000 | 98,000 | 42,316 | 42,316 | 94,405 CHF | 94,829 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 2.15 CHF | 2.16 CHF | 102,000 | 102,000 | 43,317 | 43,317 | 91,734 CHF | 92,168 CHF | 98.82% | 98.82% |