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% | 3.16 CHF | 3.17 CHF | 88,000 | 88,000 | 36,328 | 36,328 | 115,820 CHF | 116,618 CHF | 99.99% | 99.99% |
12/07/2024 | 1.04% | 3.06 CHF | 3.07 CHF | 89,000 | 89,000 | 40,271 | 40,271 | 121,450 CHF | 122,394 CHF | 100.00% | 100.00% |
11/07/2024 | 1.02% | 2.96 CHF | 2.97 CHF | 90,000 | 90,000 | 40,253 | 40,253 | 121,037 CHF | 121,975 CHF | 99.99% | 99.99% |
10/07/2024 | 1.03% | 3.03 CHF | 3.04 CHF | 89,000 | 89,000 | 40,306 | 40,306 | 121,048 CHF | 121,992 CHF | 100.00% | 100.00% |
09/07/2024 | 1.11% | 2.91 CHF | 2.92 CHF | 90,000 | 90,000 | 38,730 | 38,730 | 111,845 CHF | 112,757 CHF | 99.77% | 99.77% |
08/07/2024 | 1.10% | 2.84 CHF | 2.85 CHF | 91,000 | 91,000 | 41,069 | 41,069 | 116,391 CHF | 117,347 CHF | 99.19% | 99.19% |
05/07/2024 | 1.16% | 2.76 CHF | 2.77 CHF | 92,000 | 92,000 | 41,925 | 41,925 | 112,917 CHF | 113,902 CHF | 99.89% | 99.89% |
04/07/2024 | 1.32% | 2.68 CHF | 2.71 CHF | 37,000 | 37,000 | 30,543 | 30,543 | 81,289 CHF | 82,332 CHF | 99.63% | 99.63% |
03/07/2024 | 1.12% | 2.61 CHF | 2.62 CHF | 94,000 | 94,000 | 41,187 | 41,187 | 113,640 CHF | 114,598 CHF | 100.00% | 100.00% |
02/07/2024 | 1.13% | 2.70 CHF | 2.71 CHF | 92,000 | 92,000 | 41,091 | 41,091 | 110,534 CHF | 111,488 CHF | 99.96% | 99.96% |