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 | 0.47% | 2.15 CHF | 2.16 CHF | 100,000 | 100,000 | 42,424 | 42,424 | 91,579 CHF | 92,004 CHF | 99.37% | 99.37% |
12/07/2024 | 0.50% | 2.14 CHF | 2.15 CHF | 100,000 | 100,000 | 43,318 | 43,318 | 88,736 CHF | 89,170 CHF | 100.00% | 100.00% |
11/07/2024 | 0.46% | 2.07 CHF | 2.08 CHF | 102,000 | 102,000 | 42,335 | 42,335 | 92,879 CHF | 93,305 CHF | 99.99% | 99.99% |
10/07/2024 | 0.48% | 2.20 CHF | 2.21 CHF | 100,000 | 100,000 | 42,633 | 42,633 | 91,174 CHF | 91,601 CHF | 100.00% | 100.00% |
09/07/2024 | 0.49% | 2.10 CHF | 2.11 CHF | 100,000 | 100,000 | 43,026 | 43,026 | 90,818 CHF | 91,249 CHF | 99.95% | 99.95% |
08/07/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 102,000 | 102,000 | 43,473 | 43,473 | 89,953 CHF | 90,389 CHF | 99.86% | 99.86% |
05/07/2024 | 0.46% | 2.04 CHF | 2.05 CHF | 102,000 | 102,000 | 42,403 | 42,403 | 92,506 CHF | 92,931 CHF | 99.65% | 99.65% |
04/07/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 30,000 | 30,000 | 27,318 | 27,318 | 62,794 CHF | 63,068 CHF | 99.00% | 99.00% |
03/07/2024 | 0.48% | 2.21 CHF | 2.22 CHF | 98,000 | 98,000 | 42,312 | 42,312 | 90,467 CHF | 90,891 CHF | 99.99% | 99.99% |
02/07/2024 | 0.50% | 2.06 CHF | 2.07 CHF | 102,000 | 102,000 | 43,312 | 43,312 | 87,685 CHF | 88,118 CHF | 98.81% | 98.81% |