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 | 3.54% | 1.13 CHF | 1.17 CHF | 27,700 | 27,700 | 30,042 | 30,042 | 33,330 CHF | 34,532 CHF | 100.00% | 100.00% |
12/07/2024 | 3.06% | 1.00 CHF | 1.04 CHF | 30,700 | 30,700 | 37,896 | 37,896 | 39,681 CHF | 40,890 CHF | 100.00% | 100.00% |
11/07/2024 | 3.31% | 0.83 CHF | 0.86 CHF | 40,100 | 40,100 | 38,977 | 38,977 | 34,891 CHF | 36,061 CHF | 71.56% | 71.56% |
10/07/2024 | 3.19% | 0.95 CHF | 0.98 CHF | 38,400 | 38,400 | 40,555 | 40,555 | 37,604 CHF | 38,820 CHF | 99.38% | 99.38% |
09/07/2024 | 3.77% | 1.01 CHF | 1.04 CHF | 41,200 | 41,200 | 43,975 | 43,975 | 34,451 CHF | 35,772 CHF | 100.00% | 100.00% |
08/07/2024 | 3.77% | 0.73 CHF | 0.76 CHF | 44,900 | 44,900 | 48,992 | 48,992 | 38,447 CHF | 39,917 CHF | 100.00% | 100.00% |
05/07/2024 | 4.37% | 0.68 CHF | 0.71 CHF | 50,300 | 50,300 | 49,995 | 49,995 | 33,674 CHF | 35,174 CHF | 100.00% | 100.00% |
04/07/2024 | 3.06% | 0.72 CHF | 0.75 CHF | 49,900 | 49,900 | 55,911 | 55,911 | 40,408 CHF | 41,646 CHF | 100.00% | 100.00% |
03/07/2024 | 4.10% | 0.60 CHF | 0.62 CHF | 57,800 | 57,800 | 43,237 | 43,237 | 28,430 CHF | 29,607 CHF | 100.00% | 100.00% |
02/07/2024 | 3.75% | 0.81 CHF | 0.84 CHF | 39,400 | 39,400 | 34,624 | 34,624 | 33,820 CHF | 35,110 CHF | 99.95% | 99.95% |