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 | 0.89% | 3.43 CHF | 3.46 CHF | 43,500 | 43,500 | 43,500 | 43,500 | 145,554 CHF | 146,859 CHF | 99.10% | 99.10% |
12/07/2024 | 0.86% | 3.59 CHF | 3.62 CHF | 46,500 | 46,500 | 46,500 | 46,500 | 160,760 CHF | 162,155 CHF | 100.00% | 100.00% |
11/07/2024 | 0.88% | 3.34 CHF | 3.37 CHF | 46,600 | 46,600 | 46,600 | 46,600 | 157,630 CHF | 159,028 CHF | 99.99% | 99.99% |
10/07/2024 | 0.96% | 3.23 CHF | 3.26 CHF | 52,300 | 52,300 | 52,300 | 52,300 | 162,368 CHF | 163,937 CHF | 100.00% | 100.00% |
09/07/2024 | 1.01% | 2.77 CHF | 2.80 CHF | 45,900 | 45,900 | 45,900 | 45,900 | 135,530 CHF | 136,907 CHF | 100.00% | 100.00% |
08/07/2024 | 0.82% | 3.39 CHF | 3.42 CHF | 45,400 | 45,400 | 45,400 | 45,400 | 165,392 CHF | 166,754 CHF | 99.99% | 99.99% |
05/07/2024 | 0.86% | 3.32 CHF | 3.35 CHF | 42,100 | 42,100 | 42,100 | 42,100 | 145,986 CHF | 147,249 CHF | 100.00% | 100.00% |
04/07/2024 | 0.82% | 3.71 CHF | 3.74 CHF | 48,100 | 48,100 | 48,100 | 48,100 | 175,498 CHF | 176,941 CHF | 100.00% | 100.00% |
03/07/2024 | 0.94% | 3.21 CHF | 3.24 CHF | 56,800 | 56,800 | 56,800 | 56,800 | 180,356 CHF | 182,060 CHF | 100.00% | 100.00% |
02/07/2024 | 1.14% | 2.66 CHF | 2.69 CHF | 49,300 | 49,300 | 49,300 | 49,300 | 129,467 CHF | 130,946 CHF | 99.97% | 99.97% |