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 | 0.76% | 3.08 CHF | 3.09 CHF | 92,000 | 92,000 | 29,679 | 29,679 | 90,716 CHF | 91,156 CHF | 98.90% | 98.90% |
12/07/2024 | 0.77% | 3.06 CHF | 3.07 CHF | 92,000 | 92,000 | 29,877 | 29,877 | 91,271 CHF | 91,723 CHF | 100.00% | 100.00% |
11/07/2024 | 0.73% | 3.19 CHF | 3.20 CHF | 90,000 | 90,000 | 28,383 | 28,383 | 91,737 CHF | 92,159 CHF | 99.98% | 99.98% |
10/07/2024 | 0.70% | 3.24 CHF | 3.25 CHF | 88,000 | 88,000 | 28,292 | 28,292 | 93,543 CHF | 93,965 CHF | 99.90% | 99.90% |
09/07/2024 | 0.70% | 3.43 CHF | 3.44 CHF | 86,000 | 86,000 | 27,921 | 27,921 | 94,456 CHF | 94,875 CHF | 99.98% | 99.98% |
08/07/2024 | 0.70% | 3.29 CHF | 3.30 CHF | 88,000 | 88,000 | 28,330 | 28,330 | 93,866 CHF | 94,288 CHF | 99.98% | 99.98% |
05/07/2024 | 0.70% | 3.34 CHF | 3.35 CHF | 88,000 | 88,000 | 28,184 | 28,184 | 93,740 CHF | 94,161 CHF | 99.71% | 99.71% |
04/07/2024 | 0.76% | 3.29 CHF | 3.31 CHF | 18,000 | 18,000 | 13,206 | 13,206 | 43,883 CHF | 44,195 CHF | 94.02% | 94.02% |
03/07/2024 | 0.68% | 3.37 CHF | 3.38 CHF | 88,000 | 88,000 | 27,956 | 27,956 | 95,247 CHF | 95,666 CHF | 99.52% | 99.52% |
02/07/2024 | 0.71% | 3.38 CHF | 3.39 CHF | 86,000 | 86,000 | 27,845 | 27,845 | 92,944 CHF | 93,359 CHF | 100.00% | 100.00% |