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 | 1.22% | 2.74 CHF | 2.75 CHF | 37,500 | 37,500 | 16,483 | 16,483 | 43,599 CHF | 43,978 CHF | 99.67% | 99.67% |
12/07/2024 | 1.61% | 2.17 CHF | 2.18 CHF | 38,300 | 38,300 | 16,631 | 16,631 | 32,614 CHF | 33,000 CHF | 100.00% | 100.00% |
11/07/2024 | 1.44% | 2.00 CHF | 2.01 CHF | 32,200 | 32,200 | 14,401 | 14,401 | 29,600 CHF | 29,934 CHF | 99.99% | 99.99% |
10/07/2024 | 1.54% | 2.40 CHF | 2.41 CHF | 28,900 | 28,900 | 12,705 | 12,705 | 29,175 CHF | 29,504 CHF | 100.00% | 100.00% |
09/07/2024 | 1.28% | 3.24 CHF | 3.25 CHF | 18,700 | 18,700 | 8,793 | 8,793 | 33,355 CHF | 33,659 CHF | 100.00% | 100.00% |
08/07/2024 | 1.14% | 4.08 CHF | 4.09 CHF | 20,900 | 20,900 | 9,402 | 9,402 | 36,765 CHF | 37,061 CHF | 100.00% | 100.00% |
05/07/2024 | 1.15% | 3.88 CHF | 3.89 CHF | 22,200 | 22,200 | 9,965 | 9,965 | 38,474 CHF | 38,786 CHF | 99.79% | 99.79% |
04/07/2024 | 1.36% | 3.66 CHF | 3.70 CHF | 8,700 | 8,700 | 6,949 | 6,949 | 25,557 CHF | 25,893 CHF | 99.79% | 99.79% |
03/07/2024 | 1.31% | 3.74 CHF | 3.75 CHF | 17,800 | 17,800 | 8,127 | 8,127 | 31,502 CHF | 31,800 CHF | 99.80% | 99.80% |
02/07/2024 | 1.17% | 4.47 CHF | 4.48 CHF | 18,100 | 18,100 | 8,154 | 8,154 | 36,550 CHF | 36,849 CHF | 99.99% | 99.99% |