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 | 1.47% | 3.27 CHF | 3.28 CHF | 30,600 | 30,600 | 10,769 | 10,769 | 34,539 CHF | 34,821 CHF | 97.90% | 97.90% |
12/07/2024 | 1.31% | 3.48 CHF | 3.49 CHF | 29,200 | 29,200 | 10,136 | 10,136 | 36,065 CHF | 36,335 CHF | 100.00% | 100.00% |
11/07/2024 | 1.39% | 3.57 CHF | 3.58 CHF | 28,200 | 28,200 | 9,857 | 9,857 | 36,309 CHF | 36,595 CHF | 99.98% | 99.98% |
10/07/2024 | 1.36% | 3.91 CHF | 3.92 CHF | 26,300 | 26,300 | 9,190 | 9,190 | 36,968 CHF | 37,248 CHF | 99.90% | 99.90% |
09/07/2024 | 1.33% | 4.06 CHF | 4.07 CHF | 25,900 | 25,900 | 8,993 | 8,993 | 37,143 CHF | 37,415 CHF | 100.00% | 100.00% |
08/07/2024 | 1.32% | 4.03 CHF | 4.04 CHF | 25,600 | 25,600 | 8,902 | 8,902 | 36,241 CHF | 36,513 CHF | 99.89% | 99.89% |
05/07/2024 | 1.34% | 4.18 CHF | 4.19 CHF | 26,100 | 26,100 | 9,106 | 9,106 | 37,869 CHF | 38,148 CHF | 99.70% | 99.70% |
04/07/2024 | 1.52% | 3.99 CHF | 4.03 CHF | 5,200 | 5,200 | 4,509 | 4,509 | 18,027 CHF | 18,290 CHF | 98.88% | 98.88% |
03/07/2024 | 1.35% | 4.11 CHF | 4.12 CHF | 28,300 | 28,300 | 9,720 | 9,720 | 38,634 CHF | 38,915 CHF | 99.58% | 99.58% |
02/07/2024 | 1.31% | 3.94 CHF | 3.95 CHF | 26,700 | 26,700 | 9,177 | 9,177 | 36,307 CHF | 36,575 CHF | 100.00% | 100.00% |