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 | 0.79% | 4.97 CHF | 4.99 CHF | 34,600 | 34,600 | 16,103 | 16,103 | 71,104 CHF | 71,559 CHF | 99.87% | 99.87% |
12/07/2024 | 0.70% | 3.44 CHF | 3.45 CHF | 40,800 | 40,800 | 18,301 | 18,301 | 61,077 CHF | 61,408 CHF | 99.79% | 99.79% |
11/07/2024 | 0.91% | 3.80 CHF | 3.82 CHF | 36,600 | 36,600 | 16,424 | 16,424 | 61,763 CHF | 62,226 CHF | 99.60% | 99.60% |
10/07/2024 | 0.89% | 3.39 CHF | 3.41 CHF | 37,800 | 37,800 | 16,390 | 16,390 | 59,924 CHF | 60,385 CHF | 100.00% | 100.00% |
09/07/2024 | 0.88% | 3.67 CHF | 3.69 CHF | 36,000 | 36,000 | 16,111 | 16,111 | 60,609 CHF | 61,063 CHF | 99.99% | 99.99% |
08/07/2024 | 0.86% | 3.65 CHF | 3.67 CHF | 34,400 | 34,400 | 15,115 | 15,115 | 57,393 CHF | 57,815 CHF | 99.99% | 99.99% |
05/07/2024 | 1.12% | 3.48 CHF | 3.50 CHF | 33,800 | 33,800 | 15,756 | 15,756 | 48,587 CHF | 49,032 CHF | 99.42% | 99.42% |
04/07/2024 | 1.01% | 3.43 CHF | 3.46 CHF | 14,100 | 14,100 | 11,016 | 11,016 | 38,162 CHF | 38,538 CHF | 99.68% | 99.68% |
03/07/2024 | 0.86% | 3.87 CHF | 3.89 CHF | 32,600 | 32,600 | 14,510 | 14,510 | 56,772 CHF | 57,182 CHF | 99.77% | 99.77% |
02/07/2024 | 0.88% | 4.38 CHF | 4.40 CHF | 28,900 | 28,900 | 12,961 | 12,961 | 57,250 CHF | 57,654 CHF | 99.88% | 99.88% |