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 | 3.48% | 0.55 CHF | 0.57 CHF | 59,700 | 59,700 | 55,765 | 55,797 | 31,510 CHF | 32,644 CHF | 100.00% | 100.00% |
12/07/2024 | 4.37% | 0.62 CHF | 0.64 CHF | 54,700 | 54,700 | 44,670 | 44,670 | 27,649 CHF | 28,861 CHF | 100.00% | 100.00% |
11/07/2024 | 3.86% | 0.82 CHF | 0.85 CHF | 41,600 | 41,600 | 42,525 | 42,525 | 32,546 CHF | 33,822 CHF | 71.56% | 71.56% |
10/07/2024 | 3.98% | 0.72 CHF | 0.75 CHF | 43,000 | 43,000 | 41,076 | 41,076 | 30,446 CHF | 31,678 CHF | 99.38% | 99.38% |
09/07/2024 | 3.31% | 0.67 CHF | 0.70 CHF | 40,500 | 40,500 | 38,319 | 38,319 | 34,294 CHF | 35,445 CHF | 100.00% | 100.00% |
08/07/2024 | 4.18% | 0.96 CHF | 0.99 CHF | 37,700 | 37,700 | 34,972 | 34,972 | 31,135 CHF | 32,443 CHF | 100.00% | 100.00% |
05/07/2024 | 3.75% | 1.05 CHF | 1.09 CHF | 34,100 | 34,100 | 34,252 | 34,252 | 35,939 CHF | 37,309 CHF | 100.00% | 100.00% |
04/07/2024 | 3.94% | 0.98 CHF | 1.02 CHF | 34,300 | 34,300 | 31,106 | 30,968 | 30,979 CHF | 32,081 CHF | 99.79% | 99.79% |
03/07/2024 | 2.75% | 1.21 CHF | 1.25 CHF | 30,100 | 30,100 | 35,957 | 35,957 | 41,070 CHF | 42,211 CHF | 100.00% | 100.00% |
02/07/2024 | 3.51% | 1.00 CHF | 1.03 CHF | 37,500 | 37,500 | 41,064 | 41,064 | 34,654 CHF | 35,886 CHF | 99.96% | 99.96% |