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 | 0.77% | 2.47 CHF | 2.48 CHF | 28,760 | 28,760 | 19,126 | 19,126 | 47,800 CHF | 48,139 CHF | 99.70% | 99.70% |
12/07/2024 | 0.83% | 2.37 CHF | 2.38 CHF | 29,080 | 29,080 | 19,560 | 19,560 | 45,330 CHF | 45,676 CHF | 99.99% | 99.99% |
11/07/2024 | 0.82% | 2.27 CHF | 2.28 CHF | 29,350 | 29,350 | 19,449 | 19,449 | 45,253 CHF | 45,598 CHF | 99.49% | 99.49% |
10/07/2024 | 0.83% | 2.34 CHF | 2.35 CHF | 29,020 | 29,020 | 19,463 | 19,463 | 45,038 CHF | 45,383 CHF | 100.00% | 100.00% |
09/07/2024 | 0.88% | 2.22 CHF | 2.23 CHF | 29,400 | 29,400 | 19,697 | 19,697 | 43,250 CHF | 43,599 CHF | 99.53% | 99.53% |
08/07/2024 | 0.90% | 2.15 CHF | 2.16 CHF | 29,690 | 29,690 | 19,892 | 19,892 | 42,577 CHF | 42,929 CHF | 100.00% | 100.00% |
05/07/2024 | 0.97% | 2.07 CHF | 2.08 CHF | 29,990 | 29,990 | 20,259 | 20,259 | 40,395 CHF | 40,754 CHF | 99.94% | 99.94% |
04/07/2024 | 1.53% | 1.99 CHF | 2.02 CHF | 6,050 | 6,050 | 6,004 | 6,004 | 11,815 CHF | 11,995 CHF | 99.13% | 99.13% |
03/07/2024 | 0.92% | 1.92 CHF | 1.93 CHF | 30,560 | 30,560 | 20,001 | 20,001 | 41,533 CHF | 41,886 CHF | 99.66% | 99.66% |
02/07/2024 | 0.93% | 2.01 CHF | 2.02 CHF | 30,070 | 30,070 | 19,931 | 19,931 | 40,548 CHF | 40,902 CHF | 98.17% | 98.17% |