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 | 1.38% | 3.34 CHF | 3.36 CHF | 3,020 | 3,020 | 2,020 | 2,020 | 6,736 CHF | 6,821 CHF | 99.97% | 99.97% |
12/07/2024 | 1.40% | 3.28 CHF | 3.30 CHF | 3,010 | 3,010 | 2,016 | 2,016 | 6,684 CHF | 6,769 CHF | 99.93% | 99.93% |
11/07/2024 | 1.85% | 3.18 CHF | 3.20 CHF | 3,000 | 3,000 | 1,968 | 1,968 | 5,087 CHF | 5,170 CHF | 99.71% | 99.71% |
10/07/2024 | 1.87% | 2.80 CHF | 2.82 CHF | 2,950 | 2,950 | 1,957 | 1,957 | 4,897 CHF | 4,980 CHF | 100.00% | 100.00% |
09/07/2024 | 1.86% | 2.45 CHF | 2.47 CHF | 2,910 | 2,910 | 1,949 | 1,949 | 4,831 CHF | 4,914 CHF | 99.48% | 99.48% |
08/07/2024 | 1.90% | 2.50 CHF | 2.52 CHF | 2,930 | 2,930 | 1,955 | 1,955 | 4,756 CHF | 4,838 CHF | 99.94% | 99.94% |
05/07/2024 | 1.69% | 2.50 CHF | 2.52 CHF | 2,920 | 2,920 | 1,965 | 1,965 | 5,249 CHF | 5,332 CHF | 99.75% | 99.75% |
04/07/2024 | 2.54% | 2.70 CHF | 2.77 CHF | 588 | 588 | 582 | 582 | 1,600 CHF | 1,641 CHF | 99.36% | 99.36% |
03/07/2024 | 1.91% | 2.87 CHF | 2.89 CHF | 2,950 | 2,950 | 1,948 | 1,948 | 4,882 CHF | 4,964 CHF | 99.62% | 99.62% |
02/07/2024 | 1.54% | 2.87 CHF | 2.89 CHF | 2,930 | 2,930 | 1,960 | 1,960 | 5,888 CHF | 5,971 CHF | 99.39% | 99.39% |