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 | 0.55% | 3.60 CHF | 3.62 CHF | 24,000 | 24,000 | 24,124 | 24,124 | 87,754 CHF | 88,236 CHF | 100.00% | 100.00% |
12/07/2024 | 0.96% | 1.94 CHF | 1.96 CHF | 18,900 | 18,900 | 19,068 | 19,068 | 39,569 CHF | 39,950 CHF | 99.99% | 99.99% |
11/07/2024 | 0.89% | 2.20 CHF | 2.22 CHF | 18,000 | 18,000 | 18,064 | 18,064 | 40,203 CHF | 40,564 CHF | 99.80% | 99.80% |
10/07/2024 | 0.80% | 2.38 CHF | 2.40 CHF | 17,400 | 17,400 | 17,465 | 17,465 | 43,327 CHF | 43,677 CHF | 100.00% | 100.00% |
09/07/2024 | 0.86% | 2.47 CHF | 2.49 CHF | 19,000 | 19,000 | 18,811 | 18,811 | 43,553 CHF | 43,929 CHF | 99.74% | 99.74% |
08/07/2024 | 0.90% | 2.26 CHF | 2.28 CHF | 19,600 | 19,600 | 19,456 | 19,456 | 42,913 CHF | 43,303 CHF | 99.98% | 99.98% |
05/07/2024 | 1.01% | 2.24 CHF | 2.26 CHF | 20,900 | 20,900 | 20,624 | 20,624 | 40,598 CHF | 41,011 CHF | 99.80% | 99.80% |
04/07/2024 | 0.93% | 2.09 CHF | 2.11 CHF | 18,900 | 18,900 | 18,959 | 18,959 | 40,540 CHF | 40,920 CHF | 100.00% | 100.00% |
03/07/2024 | 0.88% | 2.20 CHF | 2.22 CHF | 17,900 | 17,900 | 17,982 | 17,982 | 40,937 CHF | 41,296 CHF | 100.00% | 100.00% |
02/07/2024 | 0.78% | 2.37 CHF | 2.39 CHF | 17,700 | 17,700 | 17,797 | 17,797 | 45,225 CHF | 45,581 CHF | 99.99% | 99.99% |