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 | 0.52% | 4.02 CHF | 4.04 CHF | 56,000 | 56,000 | 55,391 | 55,391 | 218,255 CHF | 219,371 CHF | 99.99% | 99.99% |
12/07/2024 | 0.55% | 3.86 CHF | 3.88 CHF | 58,000 | 58,000 | 57,355 | 57,355 | 213,994 CHF | 215,150 CHF | 98.46% | 98.46% |
11/07/2024 | 0.56% | 3.73 CHF | 3.75 CHF | 58,000 | 58,000 | 57,359 | 57,359 | 210,592 CHF | 211,748 CHF | 98.72% | 98.72% |
10/07/2024 | 0.61% | 3.45 CHF | 3.47 CHF | 60,000 | 60,000 | 59,344 | 59,344 | 201,008 CHF | 202,203 CHF | 100.00% | 100.00% |
09/07/2024 | 0.60% | 3.37 CHF | 3.39 CHF | 60,000 | 60,000 | 59,207 | 59,207 | 203,763 CHF | 204,958 CHF | 100.00% | 100.00% |
08/07/2024 | 0.59% | 3.55 CHF | 3.57 CHF | 60,000 | 60,000 | 59,209 | 59,209 | 207,340 CHF | 208,536 CHF | 98.21% | 98.21% |
05/07/2024 | 0.60% | 3.45 CHF | 3.47 CHF | 60,000 | 60,000 | 59,343 | 59,343 | 203,641 CHF | 204,837 CHF | 99.99% | 99.99% |
04/07/2024 | 0.59% | 3.48 CHF | 3.50 CHF | 30,000 | 30,000 | 53,020 | 53,020 | 185,796 CHF | 186,862 CHF | 100.00% | 100.00% |
03/07/2024 | 0.59% | 3.43 CHF | 3.45 CHF | 60,000 | 60,000 | 59,344 | 59,344 | 208,174 CHF | 209,370 CHF | 100.00% | 100.00% |
02/07/2024 | 0.61% | 3.40 CHF | 3.42 CHF | 60,000 | 60,000 | 59,340 | 59,340 | 199,818 CHF | 201,014 CHF | 99.99% | 99.99% |