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 | 0.70% | 3.34 CHF | 3.35 CHF | 92,000 | 92,000 | 29,695 | 29,695 | 98,489 CHF | 98,929 CHF | 98.81% | 98.81% |
12/07/2024 | 0.71% | 3.32 CHF | 3.33 CHF | 92,000 | 92,000 | 29,877 | 29,877 | 99,032 CHF | 99,483 CHF | 100.00% | 100.00% |
11/07/2024 | 0.67% | 3.45 CHF | 3.46 CHF | 90,000 | 90,000 | 28,383 | 28,383 | 99,130 CHF | 99,551 CHF | 99.98% | 99.98% |
10/07/2024 | 0.65% | 3.50 CHF | 3.51 CHF | 88,000 | 88,000 | 28,292 | 28,292 | 100,948 CHF | 101,371 CHF | 99.90% | 99.90% |
09/07/2024 | 0.65% | 3.69 CHF | 3.70 CHF | 86,000 | 86,000 | 27,921 | 27,921 | 101,763 CHF | 102,182 CHF | 99.98% | 99.98% |
08/07/2024 | 0.65% | 3.55 CHF | 3.56 CHF | 88,000 | 88,000 | 28,330 | 28,330 | 101,255 CHF | 101,678 CHF | 99.98% | 99.98% |
05/07/2024 | 0.65% | 3.60 CHF | 3.61 CHF | 88,000 | 88,000 | 28,184 | 28,184 | 101,093 CHF | 101,515 CHF | 99.71% | 99.71% |
04/07/2024 | 0.70% | 3.56 CHF | 3.58 CHF | 18,000 | 18,000 | 13,208 | 13,208 | 47,346 CHF | 47,658 CHF | 94.02% | 94.02% |
03/07/2024 | 0.63% | 3.63 CHF | 3.64 CHF | 88,000 | 88,000 | 27,956 | 27,956 | 102,559 CHF | 102,978 CHF | 99.52% | 99.52% |
02/07/2024 | 0.66% | 3.64 CHF | 3.65 CHF | 86,000 | 86,000 | 27,844 | 27,844 | 100,258 CHF | 100,674 CHF | 100.00% | 100.00% |