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 | 0.72% | 3.23 CHF | 3.24 CHF | 92,000 | 92,000 | 29,697 | 29,697 | 95,445 CHF | 95,885 CHF | 98.82% | 98.82% |
12/07/2024 | 0.73% | 3.22 CHF | 3.23 CHF | 92,000 | 92,000 | 29,877 | 29,877 | 95,963 CHF | 96,414 CHF | 100.00% | 100.00% |
11/07/2024 | 0.69% | 3.35 CHF | 3.36 CHF | 90,000 | 90,000 | 28,388 | 28,388 | 96,246 CHF | 96,668 CHF | 99.99% | 99.99% |
10/07/2024 | 0.67% | 3.40 CHF | 3.41 CHF | 88,000 | 88,000 | 28,292 | 28,292 | 98,036 CHF | 98,459 CHF | 99.90% | 99.90% |
09/07/2024 | 0.67% | 3.59 CHF | 3.60 CHF | 86,000 | 86,000 | 27,904 | 27,904 | 98,820 CHF | 99,239 CHF | 99.98% | 99.98% |
08/07/2024 | 0.67% | 3.45 CHF | 3.46 CHF | 88,000 | 88,000 | 28,335 | 28,335 | 98,370 CHF | 98,793 CHF | 99.98% | 99.98% |
05/07/2024 | 0.67% | 3.50 CHF | 3.51 CHF | 88,000 | 88,000 | 28,181 | 28,181 | 98,197 CHF | 98,619 CHF | 99.70% | 99.70% |
04/07/2024 | 0.72% | 3.45 CHF | 3.47 CHF | 18,000 | 18,000 | 13,210 | 13,210 | 46,005 CHF | 46,317 CHF | 94.02% | 94.02% |
03/07/2024 | 0.65% | 3.53 CHF | 3.54 CHF | 88,000 | 88,000 | 27,956 | 27,956 | 99,708 CHF | 100,127 CHF | 99.52% | 99.52% |
02/07/2024 | 0.68% | 3.54 CHF | 3.55 CHF | 86,000 | 86,000 | 27,845 | 27,845 | 97,401 CHF | 97,817 CHF | 100.00% | 100.00% |