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 | 0.79% | 2.96 CHF | 2.97 CHF | 92,000 | 92,000 | 29,679 | 29,679 | 87,439 CHF | 87,879 CHF | 98.90% | 98.90% |
12/07/2024 | 0.80% | 2.95 CHF | 2.96 CHF | 92,000 | 92,000 | 29,877 | 29,877 | 87,974 CHF | 88,425 CHF | 100.00% | 100.00% |
11/07/2024 | 0.75% | 3.08 CHF | 3.09 CHF | 90,000 | 90,000 | 28,383 | 28,383 | 88,605 CHF | 89,027 CHF | 99.98% | 99.98% |
10/07/2024 | 0.73% | 3.13 CHF | 3.14 CHF | 88,000 | 88,000 | 28,292 | 28,292 | 90,392 CHF | 90,814 CHF | 99.90% | 99.90% |
09/07/2024 | 0.73% | 3.32 CHF | 3.33 CHF | 86,000 | 86,000 | 27,921 | 27,921 | 91,354 CHF | 91,772 CHF | 99.98% | 99.98% |
08/07/2024 | 0.73% | 3.18 CHF | 3.19 CHF | 88,000 | 88,000 | 28,330 | 28,330 | 90,737 CHF | 91,160 CHF | 99.98% | 99.98% |
05/07/2024 | 0.72% | 3.23 CHF | 3.24 CHF | 88,000 | 88,000 | 28,183 | 28,183 | 90,606 CHF | 91,028 CHF | 99.71% | 99.71% |
04/07/2024 | 0.78% | 3.18 CHF | 3.20 CHF | 18,000 | 18,000 | 13,208 | 13,208 | 42,430 CHF | 42,741 CHF | 94.02% | 94.02% |
03/07/2024 | 0.70% | 3.26 CHF | 3.27 CHF | 88,000 | 88,000 | 27,956 | 27,956 | 92,137 CHF | 92,556 CHF | 99.52% | 99.52% |
02/07/2024 | 0.74% | 3.27 CHF | 3.28 CHF | 86,000 | 86,000 | 27,840 | 27,840 | 89,822 CHF | 90,238 CHF | 99.99% | 99.99% |