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 | 0.71% | 3.28 CHF | 3.29 CHF | 92,000 | 92,000 | 29,679 | 29,679 | 96,779 CHF | 97,219 CHF | 98.90% | 98.90% |
12/07/2024 | 0.72% | 3.26 CHF | 3.27 CHF | 92,000 | 92,000 | 29,876 | 29,876 | 97,337 CHF | 97,788 CHF | 100.00% | 100.00% |
11/07/2024 | 0.68% | 3.39 CHF | 3.40 CHF | 90,000 | 90,000 | 28,377 | 28,377 | 97,494 CHF | 97,916 CHF | 99.97% | 99.97% |
10/07/2024 | 0.66% | 3.45 CHF | 3.46 CHF | 88,000 | 88,000 | 28,292 | 28,292 | 99,327 CHF | 99,749 CHF | 99.90% | 99.90% |
09/07/2024 | 0.66% | 3.64 CHF | 3.65 CHF | 86,000 | 86,000 | 27,923 | 27,923 | 100,161 CHF | 100,580 CHF | 99.98% | 99.98% |
08/07/2024 | 0.66% | 3.50 CHF | 3.51 CHF | 88,000 | 88,000 | 28,330 | 28,330 | 99,647 CHF | 100,070 CHF | 99.98% | 99.98% |
05/07/2024 | 0.66% | 3.54 CHF | 3.55 CHF | 88,000 | 88,000 | 28,185 | 28,185 | 99,464 CHF | 99,886 CHF | 99.71% | 99.71% |
04/07/2024 | 0.71% | 3.50 CHF | 3.52 CHF | 18,000 | 18,000 | 13,216 | 13,216 | 46,604 CHF | 46,916 CHF | 94.01% | 94.01% |
03/07/2024 | 0.64% | 3.57 CHF | 3.58 CHF | 88,000 | 88,000 | 27,956 | 27,956 | 100,958 CHF | 101,376 CHF | 99.52% | 99.52% |
02/07/2024 | 0.67% | 3.58 CHF | 3.59 CHF | 86,000 | 86,000 | 27,840 | 27,840 | 98,625 CHF | 99,041 CHF | 99.99% | 99.99% |