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 | 0.86% | 2.70 CHF | 2.71 CHF | 92,000 | 92,000 | 29,696 | 29,696 | 79,630 CHF | 80,070 CHF | 98.81% | 98.81% |
12/07/2024 | 0.87% | 2.68 CHF | 2.69 CHF | 92,000 | 92,000 | 29,878 | 29,878 | 80,053 CHF | 80,505 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 2.82 CHF | 2.83 CHF | 90,000 | 90,000 | 28,386 | 28,386 | 81,128 CHF | 81,550 CHF | 99.98% | 99.98% |
10/07/2024 | 0.79% | 2.86 CHF | 2.87 CHF | 88,000 | 88,000 | 28,292 | 28,292 | 82,910 CHF | 83,332 CHF | 99.90% | 99.90% |
09/07/2024 | 0.79% | 3.06 CHF | 3.07 CHF | 86,000 | 86,000 | 27,923 | 27,923 | 83,995 CHF | 84,413 CHF | 99.98% | 99.98% |
08/07/2024 | 0.79% | 2.92 CHF | 2.93 CHF | 88,000 | 88,000 | 28,330 | 28,330 | 83,281 CHF | 83,704 CHF | 99.98% | 99.98% |
05/07/2024 | 0.79% | 2.96 CHF | 2.97 CHF | 88,000 | 88,000 | 28,183 | 28,183 | 83,150 CHF | 83,571 CHF | 99.71% | 99.71% |
04/07/2024 | 0.85% | 2.92 CHF | 2.94 CHF | 18,000 | 18,000 | 13,207 | 13,207 | 38,907 CHF | 39,218 CHF | 94.02% | 94.02% |
03/07/2024 | 0.76% | 2.99 CHF | 3.00 CHF | 88,000 | 88,000 | 27,957 | 27,957 | 84,727 CHF | 85,145 CHF | 99.52% | 99.52% |
02/07/2024 | 0.80% | 3.00 CHF | 3.01 CHF | 86,000 | 86,000 | 27,845 | 27,845 | 82,439 CHF | 82,854 CHF | 100.00% | 100.00% |