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 | 0.77% | 3.01 CHF | 3.02 CHF | 92,000 | 92,000 | 29,697 | 29,697 | 88,914 CHF | 89,354 CHF | 98.82% | 98.82% |
12/07/2024 | 0.78% | 3.00 CHF | 3.01 CHF | 92,000 | 92,000 | 29,877 | 29,877 | 89,386 CHF | 89,838 CHF | 100.00% | 100.00% |
11/07/2024 | 0.74% | 3.13 CHF | 3.14 CHF | 90,000 | 90,000 | 28,386 | 28,386 | 89,992 CHF | 90,414 CHF | 99.98% | 99.98% |
10/07/2024 | 0.71% | 3.18 CHF | 3.19 CHF | 88,000 | 88,000 | 28,292 | 28,292 | 91,782 CHF | 92,204 CHF | 99.90% | 99.90% |
09/07/2024 | 0.71% | 3.37 CHF | 3.38 CHF | 86,000 | 86,000 | 27,904 | 27,904 | 92,667 CHF | 93,085 CHF | 99.98% | 99.98% |
08/07/2024 | 0.72% | 3.23 CHF | 3.24 CHF | 88,000 | 88,000 | 28,329 | 28,329 | 92,117 CHF | 92,540 CHF | 99.98% | 99.98% |
05/07/2024 | 0.71% | 3.27 CHF | 3.28 CHF | 88,000 | 88,000 | 28,181 | 28,181 | 91,982 CHF | 92,404 CHF | 99.71% | 99.71% |
04/07/2024 | 0.77% | 3.23 CHF | 3.25 CHF | 18,000 | 18,000 | 13,212 | 13,212 | 43,085 CHF | 43,397 CHF | 94.02% | 94.02% |
03/07/2024 | 0.69% | 3.31 CHF | 3.32 CHF | 88,000 | 88,000 | 27,956 | 27,956 | 93,521 CHF | 93,939 CHF | 99.52% | 99.52% |
02/07/2024 | 0.72% | 3.32 CHF | 3.33 CHF | 86,000 | 86,000 | 27,840 | 27,840 | 91,193 CHF | 91,608 CHF | 99.99% | 99.99% |