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 | 1.00% | 3.18 CHF | 3.21 CHF | 38,400 | 38,400 | 38,400 | 38,400 | 114,656 CHF | 115,808 CHF | 100.00% | 100.00% |
12/07/2024 | 1.01% | 3.01 CHF | 3.04 CHF | 38,400 | 38,400 | 37,020 | 37,020 | 109,666 CHF | 110,777 CHF | 100.00% | 100.00% |
11/07/2024 | 0.99% | 3.12 CHF | 3.15 CHF | 36,600 | 36,600 | 37,329 | 37,329 | 112,087 CHF | 113,207 CHF | 71.55% | 71.55% |
10/07/2024 | 1.01% | 2.95 CHF | 2.98 CHF | 37,700 | 37,700 | 37,777 | 37,777 | 111,663 CHF | 112,797 CHF | 99.38% | 99.38% |
09/07/2024 | 0.99% | 2.82 CHF | 2.85 CHF | 37,800 | 37,800 | 36,733 | 36,733 | 110,909 CHF | 112,011 CHF | 100.00% | 100.00% |
08/07/2024 | 0.94% | 3.10 CHF | 3.13 CHF | 36,400 | 36,400 | 35,112 | 35,112 | 111,777 CHF | 112,830 CHF | 100.00% | 100.00% |
05/07/2024 | 0.92% | 3.47 CHF | 3.50 CHF | 34,700 | 34,700 | 35,542 | 35,542 | 115,388 CHF | 116,454 CHF | 99.99% | 99.99% |
04/07/2024 | 0.93% | 3.15 CHF | 3.18 CHF | 35,800 | 35,800 | 36,714 | 36,714 | 117,956 CHF | 119,058 CHF | 100.00% | 100.00% |
03/07/2024 | 0.97% | 3.10 CHF | 3.13 CHF | 37,000 | 37,000 | 37,556 | 37,556 | 115,878 CHF | 117,005 CHF | 99.99% | 99.99% |
02/07/2024 | 1.01% | 3.13 CHF | 3.16 CHF | 37,700 | 37,700 | 38,459 | 38,459 | 113,654 CHF | 114,808 CHF | 99.94% | 99.94% |