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 | 0.73% | 3.18 CHF | 3.19 CHF | 92,000 | 92,000 | 29,681 | 29,681 | 93,842 CHF | 94,282 CHF | 98.89% | 98.89% |
12/07/2024 | 0.74% | 3.16 CHF | 3.17 CHF | 92,000 | 92,000 | 29,877 | 29,877 | 94,387 CHF | 94,838 CHF | 100.00% | 100.00% |
11/07/2024 | 0.70% | 3.29 CHF | 3.30 CHF | 90,000 | 90,000 | 28,377 | 28,377 | 94,672 CHF | 95,094 CHF | 99.97% | 99.97% |
10/07/2024 | 0.68% | 3.35 CHF | 3.36 CHF | 88,000 | 88,000 | 28,292 | 28,292 | 96,505 CHF | 96,927 CHF | 99.90% | 99.90% |
09/07/2024 | 0.68% | 3.54 CHF | 3.55 CHF | 86,000 | 86,000 | 27,905 | 27,905 | 97,315 CHF | 97,733 CHF | 99.98% | 99.98% |
08/07/2024 | 0.68% | 3.40 CHF | 3.41 CHF | 88,000 | 88,000 | 28,329 | 28,329 | 96,832 CHF | 97,255 CHF | 99.98% | 99.98% |
05/07/2024 | 0.68% | 3.44 CHF | 3.45 CHF | 88,000 | 88,000 | 28,180 | 28,180 | 96,652 CHF | 97,074 CHF | 99.70% | 99.70% |
04/07/2024 | 0.73% | 3.40 CHF | 3.42 CHF | 18,000 | 18,000 | 13,216 | 13,216 | 45,289 CHF | 45,601 CHF | 94.01% | 94.01% |
03/07/2024 | 0.66% | 3.47 CHF | 3.48 CHF | 88,000 | 88,000 | 27,956 | 27,956 | 98,160 CHF | 98,579 CHF | 99.52% | 99.52% |
02/07/2024 | 0.69% | 3.48 CHF | 3.49 CHF | 86,000 | 86,000 | 27,840 | 27,840 | 95,840 CHF | 96,256 CHF | 99.99% | 99.99% |