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 | 2.56% | 0.38 CHF | 0.39 CHF | 34,300 | 34,300 | 34,300 | 34,300 | 13,237 CHF | 13,580 CHF | 100.00% | 100.00% |
12/07/2024 | 2.47% | 0.43 CHF | 0.44 CHF | 36,300 | 36,300 | 36,300 | 36,300 | 14,535 CHF | 14,898 CHF | 100.00% | 100.00% |
11/07/2024 | 2.73% | 0.40 CHF | 0.41 CHF | 40,400 | 40,400 | 41,152 | 41,152 | 14,896 CHF | 15,307 CHF | 99.83% | 99.83% |
10/07/2024 | 2.93% | 0.34 CHF | 0.35 CHF | 48,700 | 48,700 | 48,700 | 48,700 | 16,406 CHF | 16,893 CHF | 100.00% | 100.00% |
09/07/2024 | 2.97% | 0.30 CHF | 0.31 CHF | 32,600 | 32,600 | 32,615 | 32,615 | 10,855 CHF | 11,181 CHF | 99.73% | 99.73% |
08/07/2024 | 2.19% | 0.43 CHF | 0.44 CHF | 28,900 | 28,900 | 28,900 | 28,900 | 13,082 CHF | 13,371 CHF | 100.00% | 100.00% |
05/07/2024 | 1.77% | 0.52 CHF | 0.53 CHF | 26,600 | 26,600 | 25,870 | 25,870 | 14,528 CHF | 14,787 CHF | 99.81% | 99.81% |
04/07/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 26,400 | 26,400 | 26,451 | 26,451 | 14,449 CHF | 14,714 CHF | 100.00% | 100.00% |
03/07/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 30,100 | 30,100 | 30,369 | 30,369 | 16,008 CHF | 16,311 CHF | 100.00% | 100.00% |
02/07/2024 | 2.29% | 0.46 CHF | 0.47 CHF | 31,900 | 31,900 | 32,000 | 32,000 | 13,859 CHF | 14,179 CHF | 99.98% | 99.98% |