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 | 1.11% | 2.72 CHF | 2.75 CHF | 27,280 | 27,280 | 26,991 | 26,991 | 73,612 CHF | 74,423 CHF | 99.99% | 99.99% |
12/07/2024 | 1.02% | 2.89 CHF | 2.92 CHF | 25,790 | 25,790 | 25,664 | 25,664 | 76,082 CHF | 76,853 CHF | 99.99% | 99.99% |
11/07/2024 | 0.97% | 3.11 CHF | 3.14 CHF | 24,160 | 24,160 | 23,977 | 23,977 | 74,894 CHF | 75,614 CHF | 99.90% | 99.90% |
10/07/2024 | 1.16% | 3.24 CHF | 3.28 CHF | 21,810 | 21,810 | 21,812 | 21,812 | 75,304 CHF | 76,178 CHF | 100.00% | 100.00% |
09/07/2024 | 1.13% | 3.61 CHF | 3.65 CHF | 21,700 | 21,700 | 21,443 | 21,443 | 76,208 CHF | 77,066 CHF | 99.39% | 99.39% |
08/07/2024 | 1.09% | 3.71 CHF | 3.75 CHF | 21,610 | 21,610 | 21,378 | 21,378 | 78,996 CHF | 79,852 CHF | 100.00% | 100.00% |
05/07/2024 | 1.13% | 3.70 CHF | 3.74 CHF | 21,660 | 21,660 | 21,315 | 21,315 | 75,887 CHF | 76,741 CHF | 99.91% | 99.91% |
04/07/2024 | 1.06% | 3.71 CHF | 3.75 CHF | 23,090 | 23,090 | 22,975 | 22,975 | 87,214 CHF | 88,134 CHF | 100.00% | 100.00% |
03/07/2024 | 0.87% | 3.51 CHF | 3.54 CHF | 24,210 | 24,210 | 23,874 | 23,874 | 82,370 CHF | 83,087 CHF | 100.00% | 100.00% |
02/07/2024 | 0.89% | 3.34 CHF | 3.37 CHF | 24,820 | 24,820 | 24,646 | 24,646 | 83,650 CHF | 84,390 CHF | 99.44% | 99.44% |