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 | 3.21% | 1.05 CHF | 1.06 CHF | 70,600 | 70,600 | 27,950 | 27,950 | 29,895 CHF | 30,523 CHF | 99.97% | 99.97% |
12/07/2024 | 2.85% | 0.99 CHF | 1.00 CHF | 62,500 | 62,500 | 25,423 | 25,423 | 28,030 CHF | 28,608 CHF | 100.00% | 100.00% |
11/07/2024 | 3.15% | 1.08 CHF | 1.09 CHF | 75,500 | 75,500 | 29,546 | 29,546 | 31,412 CHF | 32,076 CHF | 100.00% | 100.00% |
10/07/2024 | 2.92% | 1.13 CHF | 1.14 CHF | 64,000 | 64,000 | 25,257 | 25,257 | 28,729 CHF | 29,301 CHF | 99.90% | 99.90% |
09/07/2024 | 3.03% | 1.22 CHF | 1.23 CHF | 67,900 | 67,900 | 26,872 | 26,872 | 30,818 CHF | 31,418 CHF | 99.41% | 99.41% |
08/07/2024 | 3.00% | 1.22 CHF | 1.23 CHF | 60,000 | 60,000 | 23,811 | 23,811 | 28,784 CHF | 29,362 CHF | 100.00% | 100.00% |
05/07/2024 | 2.68% | 1.33 CHF | 1.34 CHF | 60,500 | 60,500 | 23,933 | 23,933 | 30,797 CHF | 31,339 CHF | 99.70% | 99.70% |
04/07/2024 | 2.78% | 1.31 CHF | 1.33 CHF | 18,200 | 18,200 | 14,940 | 14,940 | 19,237 CHF | 19,730 CHF | 99.49% | 99.49% |
03/07/2024 | 3.03% | 1.32 CHF | 1.33 CHF | 59,200 | 59,200 | 23,585 | 23,585 | 31,004 CHF | 31,598 CHF | 99.53% | 99.53% |
02/07/2024 | 2.90% | 1.42 CHF | 1.43 CHF | 49,000 | 49,000 | 19,797 | 19,797 | 29,819 CHF | 30,409 CHF | 100.00% | 100.00% |