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 | 0.49% | 2.06 CHF | 2.07 CHF | 100,000 | 100,000 | 42,424 | 42,424 | 87,662 CHF | 88,087 CHF | 99.37% | 99.37% |
12/07/2024 | 0.53% | 2.05 CHF | 2.06 CHF | 100,000 | 100,000 | 43,318 | 43,318 | 84,725 CHF | 85,159 CHF | 100.00% | 100.00% |
11/07/2024 | 0.48% | 1.98 CHF | 1.99 CHF | 102,000 | 102,000 | 42,339 | 42,339 | 88,973 CHF | 89,399 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 2.11 CHF | 2.12 CHF | 100,000 | 100,000 | 42,626 | 42,626 | 87,201 CHF | 87,628 CHF | 99.99% | 99.99% |
09/07/2024 | 0.51% | 2.01 CHF | 2.02 CHF | 100,000 | 100,000 | 43,025 | 43,025 | 86,845 CHF | 87,276 CHF | 99.95% | 99.95% |
08/07/2024 | 0.52% | 1.99 CHF | 2.00 CHF | 102,000 | 102,000 | 43,474 | 43,474 | 85,943 CHF | 86,379 CHF | 99.86% | 99.86% |
05/07/2024 | 0.48% | 1.95 CHF | 1.96 CHF | 102,000 | 102,000 | 42,402 | 42,402 | 88,558 CHF | 88,983 CHF | 99.65% | 99.65% |
04/07/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 30,000 | 30,000 | 27,317 | 27,317 | 60,241 CHF | 60,514 CHF | 98.99% | 98.99% |
03/07/2024 | 0.50% | 2.12 CHF | 2.13 CHF | 98,000 | 98,000 | 42,316 | 42,316 | 86,570 CHF | 86,994 CHF | 100.00% | 100.00% |
02/07/2024 | 0.53% | 1.97 CHF | 1.98 CHF | 102,000 | 102,000 | 43,317 | 43,317 | 83,678 CHF | 84,112 CHF | 98.82% | 98.82% |