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 | 0.86% | 3.60 CHF | 3.61 CHF | 88,000 | 88,000 | 36,332 | 36,332 | 131,649 CHF | 132,448 CHF | 100.00% | 100.00% |
12/07/2024 | 0.91% | 3.49 CHF | 3.50 CHF | 89,000 | 89,000 | 40,272 | 40,272 | 138,993 CHF | 139,936 CHF | 100.00% | 100.00% |
11/07/2024 | 0.90% | 3.40 CHF | 3.41 CHF | 90,000 | 90,000 | 40,260 | 40,260 | 138,596 CHF | 139,533 CHF | 99.99% | 99.99% |
10/07/2024 | 0.90% | 3.47 CHF | 3.48 CHF | 89,000 | 89,000 | 40,307 | 40,307 | 138,674 CHF | 139,618 CHF | 100.00% | 100.00% |
09/07/2024 | 0.97% | 3.35 CHF | 3.36 CHF | 90,000 | 90,000 | 38,730 | 38,730 | 128,752 CHF | 129,664 CHF | 99.77% | 99.77% |
08/07/2024 | 0.95% | 3.28 CHF | 3.29 CHF | 91,000 | 91,000 | 41,074 | 41,074 | 134,276 CHF | 135,231 CHF | 99.17% | 99.17% |
05/07/2024 | 1.00% | 3.20 CHF | 3.21 CHF | 92,000 | 92,000 | 41,925 | 41,925 | 131,236 CHF | 132,220 CHF | 99.89% | 99.89% |
04/07/2024 | 1.13% | 3.12 CHF | 3.15 CHF | 37,000 | 37,000 | 30,545 | 30,545 | 94,646 CHF | 95,689 CHF | 99.61% | 99.61% |
03/07/2024 | 0.96% | 3.05 CHF | 3.06 CHF | 94,000 | 94,000 | 41,188 | 41,188 | 131,683 CHF | 132,641 CHF | 100.00% | 100.00% |
02/07/2024 | 0.97% | 3.14 CHF | 3.15 CHF | 92,000 | 92,000 | 41,092 | 41,092 | 128,581 CHF | 129,534 CHF | 99.96% | 99.96% |