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 | 1.81% | 3.32 CHF | 3.38 CHF | 18,900 | 18,900 | 19,759 | 19,759 | 64,947 CHF | 66,133 CHF | 100.00% | 100.00% |
12/07/2024 | 1.63% | 3.13 CHF | 3.19 CHF | 20,000 | 20,000 | 22,603 | 22,603 | 71,994 CHF | 73,171 CHF | 100.00% | 100.00% |
11/07/2024 | 1.69% | 2.82 CHF | 2.87 CHF | 23,400 | 23,400 | 23,070 | 23,070 | 67,671 CHF | 68,824 CHF | 71.55% | 71.55% |
10/07/2024 | 1.66% | 3.03 CHF | 3.08 CHF | 22,900 | 22,900 | 23,593 | 23,593 | 70,486 CHF | 71,665 CHF | 99.38% | 99.38% |
09/07/2024 | 1.81% | 3.13 CHF | 3.18 CHF | 23,800 | 23,800 | 24,689 | 24,689 | 67,815 CHF | 69,051 CHF | 99.98% | 99.98% |
08/07/2024 | 1.81% | 2.65 CHF | 2.70 CHF | 25,000 | 25,000 | 26,212 | 26,212 | 71,950 CHF | 73,260 CHF | 99.99% | 99.99% |
05/07/2024 | 1.94% | 2.55 CHF | 2.60 CHF | 26,600 | 26,600 | 26,524 | 26,524 | 67,638 CHF | 68,964 CHF | 99.98% | 99.98% |
04/07/2024 | 1.60% | 2.64 CHF | 2.69 CHF | 26,500 | 26,500 | 28,326 | 28,326 | 74,596 CHF | 75,792 CHF | 100.00% | 100.00% |
03/07/2024 | 1.89% | 2.40 CHF | 2.44 CHF | 28,900 | 28,900 | 24,863 | 24,863 | 62,367 CHF | 63,550 CHF | 100.00% | 100.00% |
02/07/2024 | 1.89% | 2.75 CHF | 2.80 CHF | 23,800 | 23,800 | 22,208 | 22,208 | 66,921 CHF | 68,196 CHF | 99.95% | 99.95% |