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 | 1.72% | 2.59 CHF | 2.63 CHF | 25,800 | 25,800 | 25,722 | 25,722 | 59,369 CHF | 60,397 CHF | 99.98% | 99.98% |
12/07/2024 | 1.75% | 2.34 CHF | 2.38 CHF | 25,700 | 25,700 | 23,630 | 23,630 | 53,741 CHF | 54,686 CHF | 100.00% | 100.00% |
11/07/2024 | 1.70% | 2.53 CHF | 2.57 CHF | 23,000 | 23,000 | 23,994 | 23,994 | 56,190 CHF | 57,149 CHF | 71.53% | 71.53% |
10/07/2024 | 1.75% | 2.26 CHF | 2.30 CHF | 24,500 | 24,500 | 24,654 | 24,654 | 55,924 CHF | 56,910 CHF | 99.38% | 99.38% |
09/07/2024 | 1.68% | 2.06 CHF | 2.10 CHF | 24,700 | 24,700 | 23,099 | 23,099 | 54,663 CHF | 55,587 CHF | 99.99% | 99.99% |
08/07/2024 | 1.78% | 2.50 CHF | 2.54 CHF | 22,600 | 22,600 | 20,706 | 20,706 | 54,614 CHF | 55,595 CHF | 100.00% | 100.00% |
05/07/2024 | 1.81% | 3.11 CHF | 3.16 CHF | 20,100 | 20,100 | 21,248 | 21,248 | 58,293 CHF | 59,355 CHF | 99.99% | 99.99% |
04/07/2024 | 1.57% | 2.58 CHF | 2.63 CHF | 21,600 | 21,600 | 22,819 | 22,819 | 61,255 CHF | 62,220 CHF | 100.00% | 100.00% |
03/07/2024 | 1.60% | 2.50 CHF | 2.54 CHF | 23,200 | 23,200 | 24,074 | 24,074 | 59,713 CHF | 60,675 CHF | 99.99% | 99.99% |
02/07/2024 | 1.74% | 2.54 CHF | 2.58 CHF | 24,300 | 24,300 | 25,514 | 25,514 | 58,180 CHF | 59,200 CHF | 99.95% | 99.95% |