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 | 0.69% | 2.87 CHF | 2.89 CHF | 26,500 | 26,500 | 26,530 | 26,530 | 77,204 CHF | 77,735 CHF | 100.00% | 100.00% |
12/07/2024 | 0.72% | 2.94 CHF | 2.96 CHF | 27,400 | 27,400 | 28,027 | 28,027 | 78,015 CHF | 78,575 CHF | 100.00% | 100.00% |
11/07/2024 | 0.71% | 2.81 CHF | 2.83 CHF | 28,100 | 28,100 | 27,978 | 27,978 | 78,338 CHF | 78,898 CHF | 99.99% | 99.99% |
10/07/2024 | 0.65% | 2.78 CHF | 2.80 CHF | 24,900 | 24,900 | 24,228 | 24,228 | 74,018 CHF | 74,503 CHF | 100.00% | 100.00% |
09/07/2024 | 0.62% | 3.27 CHF | 3.29 CHF | 23,800 | 23,800 | 23,932 | 23,932 | 77,101 CHF | 77,580 CHF | 100.00% | 100.00% |
08/07/2024 | 0.63% | 3.19 CHF | 3.21 CHF | 24,600 | 24,600 | 24,523 | 24,523 | 77,222 CHF | 77,713 CHF | 99.99% | 99.99% |
05/07/2024 | 0.61% | 3.26 CHF | 3.28 CHF | 22,800 | 22,800 | 22,933 | 22,933 | 74,505 CHF | 74,963 CHF | 99.81% | 99.81% |
04/07/2024 | 0.59% | 3.45 CHF | 3.47 CHF | 23,200 | 23,200 | 23,200 | 23,200 | 78,523 CHF | 78,987 CHF | 99.49% | 99.49% |
03/07/2024 | 0.59% | 3.36 CHF | 3.38 CHF | 23,500 | 23,500 | 23,500 | 23,500 | 79,733 CHF | 80,203 CHF | 99.36% | 99.36% |
02/07/2024 | 0.59% | 3.26 CHF | 3.28 CHF | 21,700 | 21,700 | 21,700 | 21,700 | 73,445 CHF | 73,879 CHF | 99.99% | 99.99% |