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 | 0.97% | 3.38 CHF | 3.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 85,308 CHF | 86,136 CHF | 99.68% | 99.68% |
12/07/2024 | 1.00% | 3.39 CHF | 3.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 82,845 CHF | 83,674 CHF | 99.01% | 99.01% |
11/07/2024 | 1.04% | 3.29 CHF | 3.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 80,921 CHF | 81,769 CHF | 99.00% | 99.00% |
10/07/2024 | 1.02% | 3.17 CHF | 3.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 78,313 CHF | 79,117 CHF | 100.00% | 100.00% |
09/07/2024 | 1.01% | 3.08 CHF | 3.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 78,478 CHF | 79,274 CHF | 100.00% | 100.00% |
08/07/2024 | 1.03% | 3.10 CHF | 3.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 78,289 CHF | 79,103 CHF | 100.00% | 100.00% |
05/07/2024 | 1.02% | 3.07 CHF | 3.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 76,518 CHF | 77,300 CHF | 98.98% | 98.98% |
04/07/2024 | 1.06% | 2.96 CHF | 2.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 73,795 CHF | 74,579 CHF | 100.00% | 100.00% |
03/07/2024 | 1.09% | 2.88 CHF | 2.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 72,731 CHF | 73,531 CHF | 97.26% | 97.26% |
02/07/2024 | 1.14% | 2.81 CHF | 2.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,884 CHF | 69,675 CHF | 100.00% | 100.00% |