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 | 0.67% | 2.83 CHF | 2.84 CHF | 28,760 | 28,760 | 19,150 | 19,150 | 54,734 CHF | 55,073 CHF | 99.95% | 99.95% |
12/07/2024 | 0.72% | 2.73 CHF | 2.74 CHF | 29,100 | 29,100 | 19,560 | 19,560 | 52,340 CHF | 52,686 CHF | 100.00% | 100.00% |
11/07/2024 | 0.71% | 2.63 CHF | 2.64 CHF | 29,350 | 29,350 | 19,498 | 19,498 | 52,358 CHF | 52,702 CHF | 99.99% | 99.99% |
10/07/2024 | 0.72% | 2.70 CHF | 2.71 CHF | 29,020 | 29,020 | 19,463 | 19,463 | 52,042 CHF | 52,386 CHF | 100.00% | 100.00% |
09/07/2024 | 0.76% | 2.58 CHF | 2.59 CHF | 29,400 | 29,400 | 19,697 | 19,697 | 50,327 CHF | 50,677 CHF | 99.54% | 99.54% |
08/07/2024 | 0.77% | 2.51 CHF | 2.52 CHF | 29,690 | 29,690 | 19,894 | 19,894 | 49,718 CHF | 50,070 CHF | 100.00% | 100.00% |
05/07/2024 | 0.82% | 2.43 CHF | 2.44 CHF | 29,990 | 29,990 | 20,259 | 20,259 | 47,664 CHF | 48,023 CHF | 99.94% | 99.94% |
04/07/2024 | 1.29% | 2.35 CHF | 2.38 CHF | 6,050 | 6,050 | 6,004 | 6,004 | 13,976 CHF | 14,156 CHF | 99.13% | 99.13% |
03/07/2024 | 0.78% | 2.28 CHF | 2.29 CHF | 30,560 | 30,560 | 20,000 | 20,000 | 48,748 CHF | 49,101 CHF | 99.65% | 99.65% |
02/07/2024 | 0.79% | 2.37 CHF | 2.38 CHF | 30,070 | 30,070 | 19,928 | 19,928 | 47,728 CHF | 48,081 CHF | 99.06% | 99.06% |