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 | 0.83% | 2.81 CHF | 2.82 CHF | 92,000 | 92,000 | 29,696 | 29,696 | 82,788 CHF | 83,228 CHF | 98.81% | 98.81% |
12/07/2024 | 0.84% | 2.79 CHF | 2.80 CHF | 92,000 | 92,000 | 29,877 | 29,877 | 83,245 CHF | 83,696 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 2.92 CHF | 2.93 CHF | 90,000 | 90,000 | 28,378 | 28,378 | 84,140 CHF | 84,562 CHF | 99.97% | 99.97% |
10/07/2024 | 0.76% | 2.97 CHF | 2.98 CHF | 88,000 | 88,000 | 28,292 | 28,292 | 85,951 CHF | 86,373 CHF | 99.90% | 99.90% |
09/07/2024 | 0.76% | 3.16 CHF | 3.17 CHF | 86,000 | 86,000 | 27,921 | 27,921 | 86,986 CHF | 87,404 CHF | 99.98% | 99.98% |
08/07/2024 | 0.77% | 3.02 CHF | 3.03 CHF | 88,000 | 88,000 | 28,325 | 28,325 | 86,275 CHF | 86,698 CHF | 99.98% | 99.98% |
05/07/2024 | 0.76% | 3.07 CHF | 3.08 CHF | 88,000 | 88,000 | 28,181 | 28,181 | 86,158 CHF | 86,580 CHF | 99.71% | 99.71% |
04/07/2024 | 0.82% | 3.03 CHF | 3.05 CHF | 18,000 | 18,000 | 13,211 | 13,211 | 40,351 CHF | 40,663 CHF | 94.02% | 94.02% |
03/07/2024 | 0.74% | 3.10 CHF | 3.11 CHF | 88,000 | 88,000 | 27,956 | 27,956 | 87,730 CHF | 88,148 CHF | 99.52% | 99.52% |
02/07/2024 | 0.77% | 3.11 CHF | 3.12 CHF | 86,000 | 86,000 | 27,839 | 27,839 | 85,422 CHF | 85,837 CHF | 99.99% | 99.99% |