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 | 0.87% | 2.67 CHF | 2.68 CHF | 92,000 | 92,000 | 29,681 | 29,681 | 78,575 CHF | 79,015 CHF | 98.89% | 98.89% |
12/07/2024 | 0.89% | 2.65 CHF | 2.66 CHF | 92,000 | 92,000 | 29,877 | 29,877 | 79,048 CHF | 79,499 CHF | 100.00% | 100.00% |
11/07/2024 | 0.83% | 2.78 CHF | 2.79 CHF | 90,000 | 90,000 | 28,378 | 28,378 | 80,123 CHF | 80,545 CHF | 99.97% | 99.97% |
10/07/2024 | 0.80% | 2.83 CHF | 2.84 CHF | 88,000 | 88,000 | 28,292 | 28,292 | 81,914 CHF | 82,336 CHF | 99.90% | 99.90% |
09/07/2024 | 0.80% | 3.02 CHF | 3.03 CHF | 86,000 | 86,000 | 27,921 | 27,921 | 82,996 CHF | 83,415 CHF | 99.98% | 99.98% |
08/07/2024 | 0.80% | 2.88 CHF | 2.89 CHF | 88,000 | 88,000 | 28,330 | 28,330 | 82,262 CHF | 82,684 CHF | 99.98% | 99.98% |
05/07/2024 | 0.79% | 2.93 CHF | 2.94 CHF | 88,000 | 88,000 | 28,180 | 28,180 | 82,168 CHF | 82,589 CHF | 99.70% | 99.70% |
04/07/2024 | 0.86% | 2.88 CHF | 2.90 CHF | 18,000 | 18,000 | 13,204 | 13,204 | 38,455 CHF | 38,766 CHF | 94.02% | 94.02% |
03/07/2024 | 0.77% | 2.96 CHF | 2.97 CHF | 88,000 | 88,000 | 27,956 | 27,956 | 83,739 CHF | 84,158 CHF | 99.52% | 99.52% |
02/07/2024 | 0.81% | 2.97 CHF | 2.98 CHF | 86,000 | 86,000 | 27,840 | 27,840 | 81,437 CHF | 81,852 CHF | 99.99% | 99.99% |