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 | 0.83% | 2.29 CHF | 2.30 CHF | 28,760 | 28,760 | 19,146 | 19,146 | 44,421 CHF | 44,760 CHF | 99.91% | 99.91% |
12/07/2024 | 0.90% | 2.19 CHF | 2.20 CHF | 29,080 | 29,080 | 19,560 | 19,560 | 41,824 CHF | 42,170 CHF | 99.99% | 99.99% |
11/07/2024 | 0.89% | 2.09 CHF | 2.10 CHF | 29,350 | 29,350 | 19,476 | 19,476 | 41,818 CHF | 42,162 CHF | 99.76% | 99.76% |
10/07/2024 | 0.90% | 2.16 CHF | 2.17 CHF | 29,020 | 29,020 | 19,463 | 19,463 | 41,538 CHF | 41,882 CHF | 100.00% | 100.00% |
09/07/2024 | 0.96% | 2.04 CHF | 2.05 CHF | 29,400 | 29,400 | 19,697 | 19,697 | 39,709 CHF | 40,059 CHF | 99.54% | 99.54% |
08/07/2024 | 0.98% | 1.98 CHF | 1.99 CHF | 29,690 | 29,690 | 19,893 | 19,893 | 39,014 CHF | 39,366 CHF | 100.00% | 100.00% |
05/07/2024 | 1.06% | 1.89 CHF | 1.90 CHF | 29,990 | 29,990 | 20,259 | 20,259 | 36,756 CHF | 37,115 CHF | 99.94% | 99.94% |
04/07/2024 | 1.68% | 1.81 CHF | 1.84 CHF | 6,050 | 6,050 | 6,004 | 6,004 | 10,734 CHF | 10,914 CHF | 99.13% | 99.13% |
03/07/2024 | 1.01% | 1.74 CHF | 1.75 CHF | 30,560 | 30,560 | 20,000 | 20,000 | 37,924 CHF | 38,277 CHF | 99.66% | 99.66% |
02/07/2024 | 1.02% | 1.83 CHF | 1.84 CHF | 30,060 | 30,060 | 19,946 | 19,946 | 36,964 CHF | 37,317 CHF | 98.41% | 98.41% |