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 | 0.84% | 2.76 CHF | 2.77 CHF | 92,000 | 92,000 | 29,686 | 29,686 | 81,525 CHF | 81,965 CHF | 98.87% | 98.87% |
12/07/2024 | 0.85% | 2.75 CHF | 2.76 CHF | 92,000 | 92,000 | 29,877 | 29,877 | 81,998 CHF | 82,449 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 2.88 CHF | 2.89 CHF | 90,000 | 90,000 | 28,386 | 28,386 | 82,953 CHF | 83,375 CHF | 99.98% | 99.98% |
10/07/2024 | 0.77% | 2.93 CHF | 2.94 CHF | 88,000 | 88,000 | 28,292 | 28,292 | 84,721 CHF | 85,143 CHF | 99.90% | 99.90% |
09/07/2024 | 0.77% | 3.12 CHF | 3.13 CHF | 86,000 | 86,000 | 27,923 | 27,923 | 85,766 CHF | 86,185 CHF | 99.98% | 99.98% |
08/07/2024 | 0.78% | 2.98 CHF | 2.99 CHF | 88,000 | 88,000 | 28,330 | 28,330 | 85,073 CHF | 85,495 CHF | 99.98% | 99.98% |
05/07/2024 | 0.77% | 3.03 CHF | 3.04 CHF | 88,000 | 88,000 | 28,182 | 28,182 | 84,958 CHF | 85,379 CHF | 99.71% | 99.71% |
04/07/2024 | 0.83% | 2.98 CHF | 3.00 CHF | 18,000 | 18,000 | 13,215 | 13,215 | 39,790 CHF | 40,101 CHF | 94.02% | 94.02% |
03/07/2024 | 0.75% | 3.06 CHF | 3.07 CHF | 88,000 | 88,000 | 27,957 | 27,957 | 86,511 CHF | 86,930 CHF | 99.52% | 99.52% |
02/07/2024 | 0.79% | 3.07 CHF | 3.08 CHF | 86,000 | 86,000 | 27,841 | 27,841 | 84,205 CHF | 84,620 CHF | 99.99% | 99.99% |