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 | 0.52% | 1.97 CHF | 1.98 CHF | 100,000 | 100,000 | 42,433 | 42,433 | 83,749 CHF | 84,174 CHF | 99.39% | 99.39% |
12/07/2024 | 0.56% | 1.96 CHF | 1.97 CHF | 100,000 | 100,000 | 43,318 | 43,318 | 80,723 CHF | 81,158 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 1.89 CHF | 1.90 CHF | 102,000 | 102,000 | 42,340 | 42,340 | 85,057 CHF | 85,482 CHF | 100.00% | 100.00% |
10/07/2024 | 0.53% | 2.02 CHF | 2.03 CHF | 100,000 | 100,000 | 42,634 | 42,634 | 83,271 CHF | 83,698 CHF | 100.00% | 100.00% |
09/07/2024 | 0.54% | 1.92 CHF | 1.93 CHF | 100,000 | 100,000 | 43,022 | 43,022 | 82,849 CHF | 83,280 CHF | 99.95% | 99.95% |
08/07/2024 | 0.54% | 1.90 CHF | 1.91 CHF | 102,000 | 102,000 | 43,471 | 43,471 | 81,921 CHF | 82,356 CHF | 99.86% | 99.86% |
05/07/2024 | 0.50% | 1.86 CHF | 1.87 CHF | 102,000 | 102,000 | 42,401 | 42,401 | 84,642 CHF | 85,067 CHF | 99.65% | 99.65% |
04/07/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 30,000 | 30,000 | 27,317 | 27,317 | 57,736 CHF | 58,009 CHF | 98.99% | 98.99% |
03/07/2024 | 0.52% | 2.02 CHF | 2.03 CHF | 98,000 | 98,000 | 42,316 | 42,316 | 82,621 CHF | 83,045 CHF | 100.00% | 100.00% |
02/07/2024 | 0.55% | 1.87 CHF | 1.88 CHF | 102,000 | 102,000 | 43,317 | 43,317 | 79,645 CHF | 80,079 CHF | 98.82% | 98.82% |