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 | 0.87% | 3.26 CHF | 3.29 CHF | 25,000 | 25,000 | 24,820 | 24,820 | 84,980 CHF | 85,724 CHF | 99.98% | 99.98% |
12/07/2024 | 0.90% | 3.31 CHF | 3.34 CHF | 25,300 | 25,300 | 25,155 | 25,155 | 83,906 CHF | 84,660 CHF | 100.00% | 100.00% |
11/07/2024 | 0.87% | 3.31 CHF | 3.34 CHF | 25,300 | 25,300 | 25,104 | 25,104 | 86,066 CHF | 86,819 CHF | 99.88% | 99.88% |
10/07/2024 | 0.95% | 3.23 CHF | 3.26 CHF | 27,300 | 27,300 | 27,371 | 27,371 | 86,059 CHF | 86,880 CHF | 100.00% | 100.00% |
09/07/2024 | 0.97% | 3.04 CHF | 3.07 CHF | 27,600 | 27,600 | 27,515 | 27,515 | 84,821 CHF | 85,648 CHF | 99.98% | 99.98% |
08/07/2024 | 1.01% | 3.00 CHF | 3.03 CHF | 29,300 | 29,300 | 29,376 | 29,376 | 87,117 CHF | 87,998 CHF | 99.99% | 99.99% |
05/07/2024 | 1.04% | 2.80 CHF | 2.83 CHF | 28,000 | 28,000 | 27,986 | 27,986 | 80,122 CHF | 80,961 CHF | 100.00% | 100.00% |
04/07/2024 | 0.98% | 3.05 CHF | 3.08 CHF | 28,400 | 28,400 | 28,413 | 28,413 | 86,151 CHF | 87,003 CHF | 100.00% | 100.00% |
03/07/2024 | 1.03% | 2.91 CHF | 2.94 CHF | 27,000 | 27,000 | 26,987 | 26,987 | 77,883 CHF | 78,693 CHF | 99.98% | 99.98% |
02/07/2024 | 0.97% | 3.09 CHF | 3.12 CHF | 24,400 | 24,400 | 24,342 | 24,342 | 75,263 CHF | 75,994 CHF | 100.00% | 100.00% |