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 | 0.74% | 3.13 CHF | 3.14 CHF | 92,000 | 92,000 | 29,696 | 29,696 | 92,248 CHF | 92,688 CHF | 98.81% | 98.81% |
12/07/2024 | 0.75% | 3.11 CHF | 3.12 CHF | 92,000 | 92,000 | 29,877 | 29,877 | 92,761 CHF | 93,212 CHF | 100.00% | 100.00% |
11/07/2024 | 0.71% | 3.24 CHF | 3.25 CHF | 90,000 | 90,000 | 28,383 | 28,383 | 93,180 CHF | 93,602 CHF | 99.98% | 99.98% |
10/07/2024 | 0.69% | 3.29 CHF | 3.30 CHF | 88,000 | 88,000 | 28,292 | 28,292 | 94,992 CHF | 95,415 CHF | 99.90% | 99.90% |
09/07/2024 | 0.69% | 3.48 CHF | 3.49 CHF | 86,000 | 86,000 | 27,923 | 27,923 | 95,901 CHF | 96,320 CHF | 99.98% | 99.98% |
08/07/2024 | 0.69% | 3.34 CHF | 3.35 CHF | 88,000 | 88,000 | 28,330 | 28,330 | 95,312 CHF | 95,734 CHF | 99.98% | 99.98% |
05/07/2024 | 0.69% | 3.39 CHF | 3.40 CHF | 88,000 | 88,000 | 28,179 | 28,179 | 95,152 CHF | 95,574 CHF | 99.70% | 99.70% |
04/07/2024 | 0.75% | 3.35 CHF | 3.37 CHF | 18,000 | 18,000 | 13,210 | 13,210 | 44,577 CHF | 44,889 CHF | 94.01% | 94.01% |
03/07/2024 | 0.67% | 3.42 CHF | 3.43 CHF | 88,000 | 88,000 | 27,956 | 27,956 | 96,671 CHF | 97,090 CHF | 99.52% | 99.52% |
02/07/2024 | 0.70% | 3.43 CHF | 3.44 CHF | 86,000 | 86,000 | 27,840 | 27,840 | 94,359 CHF | 94,774 CHF | 99.99% | 99.99% |