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 | 0.66% | 3.07 CHF | 3.09 CHF | 17,000 | 17,000 | 16,840 | 16,840 | 51,271 CHF | 51,608 CHF | 100.00% | 100.00% |
12/07/2024 | 0.64% | 3.03 CHF | 3.05 CHF | 17,000 | 17,000 | 16,841 | 16,841 | 52,898 CHF | 53,235 CHF | 100.00% | 100.00% |
11/07/2024 | 0.64% | 3.12 CHF | 3.14 CHF | 17,000 | 17,000 | 16,839 | 16,839 | 52,722 CHF | 53,059 CHF | 99.32% | 99.32% |
10/07/2024 | 0.68% | 3.15 CHF | 3.17 CHF | 17,000 | 17,000 | 16,841 | 16,841 | 50,003 CHF | 50,340 CHF | 99.95% | 99.95% |
09/07/2024 | 0.70% | 2.83 CHF | 2.85 CHF | 17,000 | 17,000 | 16,839 | 16,839 | 48,194 CHF | 48,531 CHF | 100.00% | 100.00% |
08/07/2024 | 0.69% | 2.89 CHF | 2.91 CHF | 17,000 | 17,000 | 16,840 | 16,840 | 49,037 CHF | 49,374 CHF | 99.90% | 99.90% |
05/07/2024 | 0.71% | 2.85 CHF | 2.87 CHF | 17,000 | 17,000 | 16,840 | 16,840 | 48,027 CHF | 48,364 CHF | 99.73% | 99.73% |
04/07/2024 | 0.73% | 2.73 CHF | 2.75 CHF | 16,000 | 16,000 | 16,454 | 16,454 | 45,570 CHF | 45,899 CHF | 100.00% | 100.00% |
03/07/2024 | 0.73% | 2.78 CHF | 2.80 CHF | 17,000 | 17,000 | 16,390 | 16,390 | 45,273 CHF | 45,601 CHF | 99.86% | 99.86% |
02/07/2024 | 0.73% | 2.85 CHF | 2.87 CHF | 17,000 | 17,000 | 16,161 | 16,161 | 44,883 CHF | 45,207 CHF | 99.77% | 99.77% |