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 | 3.15% | 0.90 CHF | 0.91 CHF | 89,800 | 89,800 | 35,531 | 35,531 | 31,314 CHF | 32,018 CHF | 99.97% | 99.97% |
12/07/2024 | 3.50% | 0.94 CHF | 0.95 CHF | 92,100 | 92,100 | 37,429 | 37,429 | 32,090 CHF | 32,838 CHF | 100.00% | 100.00% |
11/07/2024 | 3.12% | 0.90 CHF | 0.91 CHF | 83,300 | 83,300 | 32,587 | 32,587 | 29,706 CHF | 30,352 CHF | 99.99% | 99.99% |
10/07/2024 | 3.28% | 0.89 CHF | 0.90 CHF | 93,100 | 93,100 | 36,796 | 36,796 | 32,151 CHF | 32,886 CHF | 99.88% | 99.88% |
09/07/2024 | 3.14% | 0.82 CHF | 0.83 CHF | 88,700 | 88,700 | 35,147 | 35,147 | 30,567 CHF | 31,260 CHF | 99.41% | 99.41% |
08/07/2024 | 3.47% | 0.83 CHF | 0.84 CHF | 96,700 | 96,700 | 38,406 | 38,406 | 31,833 CHF | 32,597 CHF | 100.00% | 100.00% |
05/07/2024 | 3.53% | 0.76 CHF | 0.77 CHF | 95,900 | 95,900 | 37,939 | 37,939 | 29,735 CHF | 30,491 CHF | 99.71% | 99.71% |
04/07/2024 | 3.83% | 0.78 CHF | 0.80 CHF | 28,800 | 28,800 | 23,671 | 23,671 | 18,550 CHF | 19,229 CHF | 99.50% | 99.50% |
03/07/2024 | 3.53% | 0.77 CHF | 0.78 CHF | 97,600 | 97,600 | 38,841 | 38,841 | 30,054 CHF | 30,825 CHF | 99.64% | 99.64% |
02/07/2024 | 3.13% | 0.74 CHF | 0.75 CHF | 110,600 | 110,600 | 44,639 | 44,639 | 30,941 CHF | 31,633 CHF | 99.99% | 99.99% |