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 | 1.83% | 3.21 CHF | 3.27 CHF | 20,500 | 20,500 | 19,954 | 19,954 | 64,880 CHF | 66,077 CHF | 100.00% | 100.00% |
12/07/2024 | 1.98% | 3.42 CHF | 3.48 CHF | 19,800 | 19,800 | 18,269 | 18,269 | 61,911 CHF | 63,143 CHF | 100.00% | 100.00% |
11/07/2024 | 1.71% | 3.85 CHF | 3.92 CHF | 17,800 | 17,800 | 17,932 | 17,932 | 66,941 CHF | 68,098 CHF | 71.55% | 71.55% |
10/07/2024 | 1.89% | 3.63 CHF | 3.70 CHF | 18,000 | 18,000 | 17,692 | 17,692 | 65,014 CHF | 66,252 CHF | 99.38% | 99.38% |
09/07/2024 | 1.74% | 3.48 CHF | 3.55 CHF | 17,600 | 17,600 | 17,123 | 17,123 | 68,600 CHF | 69,800 CHF | 100.00% | 100.00% |
08/07/2024 | 1.74% | 4.15 CHF | 4.22 CHF | 17,000 | 17,000 | 16,545 | 16,545 | 66,017 CHF | 67,175 CHF | 99.99% | 99.99% |
05/07/2024 | 1.60% | 4.33 CHF | 4.40 CHF | 16,400 | 16,400 | 16,400 | 16,400 | 71,093 CHF | 72,241 CHF | 99.99% | 99.99% |
04/07/2024 | 1.64% | 4.20 CHF | 4.27 CHF | 16,400 | 16,400 | 15,715 | 15,715 | 66,424 CHF | 67,524 CHF | 100.00% | 100.00% |
03/07/2024 | 1.55% | 4.66 CHF | 4.73 CHF | 15,500 | 15,500 | 16,846 | 16,846 | 75,685 CHF | 76,864 CHF | 100.00% | 100.00% |
02/07/2024 | 1.82% | 4.16 CHF | 4.23 CHF | 17,200 | 17,200 | 17,882 | 17,882 | 68,289 CHF | 69,541 CHF | 99.95% | 99.95% |