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 | 0.75% | 4.11 CHF | 4.12 CHF | 88,000 | 88,000 | 36,333 | 36,333 | 150,276 CHF | 151,075 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 4.01 CHF | 4.02 CHF | 89,000 | 89,000 | 40,272 | 40,272 | 159,630 CHF | 160,573 CHF | 100.00% | 100.00% |
11/07/2024 | 0.78% | 3.91 CHF | 3.92 CHF | 90,000 | 90,000 | 40,260 | 40,260 | 159,216 CHF | 160,153 CHF | 99.99% | 99.99% |
10/07/2024 | 0.79% | 3.99 CHF | 4.00 CHF | 89,000 | 89,000 | 40,311 | 40,311 | 159,415 CHF | 160,359 CHF | 100.00% | 100.00% |
09/07/2024 | 0.84% | 3.86 CHF | 3.87 CHF | 90,000 | 90,000 | 38,730 | 38,730 | 148,652 CHF | 149,565 CHF | 99.77% | 99.77% |
08/07/2024 | 0.82% | 3.79 CHF | 3.80 CHF | 91,000 | 91,000 | 41,070 | 41,070 | 155,331 CHF | 156,286 CHF | 99.19% | 99.19% |
05/07/2024 | 0.86% | 3.71 CHF | 3.72 CHF | 92,000 | 92,000 | 41,926 | 41,926 | 152,746 CHF | 153,731 CHF | 99.89% | 99.89% |
04/07/2024 | 0.97% | 3.64 CHF | 3.67 CHF | 37,000 | 37,000 | 30,547 | 30,547 | 110,386 CHF | 111,429 CHF | 99.57% | 99.57% |
03/07/2024 | 0.83% | 3.56 CHF | 3.57 CHF | 94,000 | 94,000 | 41,190 | 41,190 | 152,898 CHF | 153,856 CHF | 100.00% | 100.00% |
02/07/2024 | 0.84% | 3.65 CHF | 3.66 CHF | 92,000 | 92,000 | 41,078 | 41,078 | 149,754 CHF | 150,708 CHF | 99.97% | 99.97% |