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 | 0.92% | 3.33 CHF | 3.34 CHF | 88,000 | 88,000 | 36,333 | 36,333 | 122,102 CHF | 122,900 CHF | 100.00% | 100.00% |
12/07/2024 | 0.98% | 3.23 CHF | 3.24 CHF | 89,000 | 89,000 | 40,272 | 40,272 | 128,387 CHF | 129,331 CHF | 100.00% | 100.00% |
11/07/2024 | 0.97% | 3.13 CHF | 3.14 CHF | 90,000 | 90,000 | 40,258 | 40,258 | 127,989 CHF | 128,926 CHF | 99.99% | 99.99% |
10/07/2024 | 0.98% | 3.21 CHF | 3.22 CHF | 89,000 | 89,000 | 40,306 | 40,306 | 128,046 CHF | 128,990 CHF | 100.00% | 100.00% |
09/07/2024 | 1.05% | 3.08 CHF | 3.09 CHF | 90,000 | 90,000 | 38,731 | 38,731 | 118,535 CHF | 119,447 CHF | 99.76% | 99.76% |
08/07/2024 | 1.04% | 3.02 CHF | 3.03 CHF | 91,000 | 91,000 | 41,076 | 41,076 | 123,464 CHF | 124,420 CHF | 99.16% | 99.16% |
05/07/2024 | 1.09% | 2.94 CHF | 2.95 CHF | 92,000 | 92,000 | 41,925 | 41,925 | 120,167 CHF | 121,152 CHF | 99.89% | 99.89% |
04/07/2024 | 1.24% | 2.86 CHF | 2.89 CHF | 37,000 | 37,000 | 30,545 | 30,545 | 86,614 CHF | 87,657 CHF | 99.60% | 99.60% |
03/07/2024 | 1.05% | 2.78 CHF | 2.79 CHF | 94,000 | 94,000 | 41,188 | 41,188 | 120,771 CHF | 121,729 CHF | 100.00% | 100.00% |
02/07/2024 | 1.06% | 2.87 CHF | 2.88 CHF | 92,000 | 92,000 | 41,096 | 41,096 | 117,672 CHF | 118,625 CHF | 99.97% | 99.97% |