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 | 0.62% | 3.27 CHF | 3.29 CHF | 21,100 | 21,100 | 21,077 | 21,077 | 68,044 CHF | 68,465 CHF | 99.99% | 99.99% |
12/07/2024 | 0.62% | 3.39 CHF | 3.41 CHF | 22,900 | 22,900 | 23,029 | 23,029 | 74,394 CHF | 74,854 CHF | 100.00% | 100.00% |
11/07/2024 | 0.66% | 3.12 CHF | 3.14 CHF | 24,800 | 24,800 | 24,698 | 24,698 | 74,503 CHF | 74,997 CHF | 99.97% | 99.97% |
10/07/2024 | 0.73% | 2.94 CHF | 2.96 CHF | 24,200 | 24,200 | 24,379 | 24,379 | 66,456 CHF | 66,944 CHF | 100.00% | 100.00% |
09/07/2024 | 0.69% | 2.87 CHF | 2.89 CHF | 23,900 | 23,900 | 23,838 | 23,838 | 68,832 CHF | 69,309 CHF | 100.00% | 100.00% |
08/07/2024 | 0.67% | 2.99 CHF | 3.01 CHF | 23,700 | 23,700 | 23,602 | 23,602 | 70,648 CHF | 71,120 CHF | 99.99% | 99.99% |
05/07/2024 | 0.63% | 2.99 CHF | 3.01 CHF | 22,500 | 22,500 | 22,371 | 22,371 | 71,446 CHF | 71,894 CHF | 99.81% | 99.81% |
04/07/2024 | 0.63% | 3.18 CHF | 3.20 CHF | 24,100 | 24,100 | 23,984 | 23,984 | 75,402 CHF | 75,882 CHF | 99.49% | 99.49% |
03/07/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 25,300 | 25,300 | 25,195 | 25,195 | 75,554 CHF | 75,806 CHF | 99.35% | 99.35% |
02/07/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 25,300 | 25,300 | 25,195 | 25,195 | 66,537 CHF | 66,788 CHF | 99.99% | 99.99% |