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 | 0.80% | 2.91 CHF | 2.92 CHF | 92,000 | 92,000 | 29,698 | 29,698 | 85,863 CHF | 86,303 CHF | 98.81% | 98.81% |
12/07/2024 | 0.81% | 2.89 CHF | 2.90 CHF | 92,000 | 92,000 | 29,877 | 29,877 | 86,300 CHF | 86,751 CHF | 100.00% | 100.00% |
11/07/2024 | 0.76% | 3.02 CHF | 3.03 CHF | 90,000 | 90,000 | 28,386 | 28,386 | 87,067 CHF | 87,489 CHF | 99.98% | 99.98% |
10/07/2024 | 0.74% | 3.08 CHF | 3.09 CHF | 88,000 | 88,000 | 28,292 | 28,292 | 88,863 CHF | 89,285 CHF | 99.90% | 99.90% |
09/07/2024 | 0.74% | 3.27 CHF | 3.28 CHF | 86,000 | 86,000 | 27,905 | 27,905 | 89,800 CHF | 90,218 CHF | 99.98% | 99.98% |
08/07/2024 | 0.74% | 3.13 CHF | 3.14 CHF | 88,000 | 88,000 | 28,330 | 28,330 | 89,211 CHF | 89,633 CHF | 99.98% | 99.98% |
05/07/2024 | 0.73% | 3.17 CHF | 3.18 CHF | 88,000 | 88,000 | 28,181 | 28,181 | 89,054 CHF | 89,475 CHF | 99.71% | 99.71% |
04/07/2024 | 0.80% | 3.13 CHF | 3.15 CHF | 18,000 | 18,000 | 13,210 | 13,210 | 41,692 CHF | 42,004 CHF | 94.01% | 94.01% |
03/07/2024 | 0.71% | 3.20 CHF | 3.21 CHF | 88,000 | 88,000 | 27,956 | 27,956 | 90,610 CHF | 91,029 CHF | 99.52% | 99.52% |
02/07/2024 | 0.75% | 3.21 CHF | 3.22 CHF | 86,000 | 86,000 | 27,845 | 27,845 | 88,318 CHF | 88,734 CHF | 100.00% | 100.00% |