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 | 1.52% | 4.30 CHF | 4.31 CHF | 32,000 | 32,000 | 12,652 | 12,652 | 53,783 CHF | 54,282 CHF | 99.96% | 99.96% |
12/07/2024 | 1.61% | 4.40 CHF | 4.41 CHF | 31,700 | 31,700 | 12,915 | 12,915 | 54,159 CHF | 54,676 CHF | 99.90% | 99.90% |
11/07/2024 | 1.52% | 4.29 CHF | 4.30 CHF | 31,100 | 31,100 | 12,188 | 12,188 | 52,495 CHF | 52,975 CHF | 99.87% | 99.87% |
10/07/2024 | 1.56% | 4.26 CHF | 4.27 CHF | 32,600 | 32,600 | 12,916 | 12,916 | 54,470 CHF | 54,986 CHF | 99.90% | 99.90% |
09/07/2024 | 1.50% | 4.09 CHF | 4.10 CHF | 32,000 | 32,000 | 12,792 | 12,792 | 53,766 CHF | 54,258 CHF | 97.26% | 97.26% |
08/07/2024 | 1.60% | 4.11 CHF | 4.12 CHF | 33,200 | 33,200 | 13,217 | 13,217 | 54,127 CHF | 54,650 CHF | 100.00% | 100.00% |
05/07/2024 | 1.62% | 3.94 CHF | 3.95 CHF | 33,100 | 33,100 | 13,146 | 13,146 | 52,440 CHF | 52,966 CHF | 99.70% | 99.70% |
04/07/2024 | 1.79% | 3.98 CHF | 4.02 CHF | 10,000 | 10,000 | 8,237 | 8,237 | 32,835 CHF | 33,379 CHF | 99.49% | 99.49% |
03/07/2024 | 1.61% | 3.97 CHF | 3.98 CHF | 33,300 | 33,300 | 13,272 | 13,272 | 52,681 CHF | 53,205 CHF | 99.33% | 99.33% |
02/07/2024 | 1.58% | 3.88 CHF | 3.89 CHF | 35,200 | 35,200 | 14,201 | 14,201 | 53,317 CHF | 53,822 CHF | 99.99% | 99.99% |