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 | 0.63% | 3.01 CHF | 3.02 CHF | 28,760 | 28,760 | 19,155 | 19,155 | 58,178 CHF | 58,517 CHF | 100.00% | 100.00% |
12/07/2024 | 0.68% | 2.90 CHF | 2.91 CHF | 29,110 | 29,110 | 19,559 | 19,559 | 55,836 CHF | 56,182 CHF | 100.00% | 100.00% |
11/07/2024 | 0.67% | 2.81 CHF | 2.82 CHF | 29,340 | 29,340 | 19,497 | 19,497 | 55,843 CHF | 56,187 CHF | 99.99% | 99.99% |
10/07/2024 | 0.67% | 2.88 CHF | 2.89 CHF | 29,020 | 29,020 | 19,463 | 19,463 | 55,530 CHF | 55,874 CHF | 100.00% | 100.00% |
09/07/2024 | 0.71% | 2.76 CHF | 2.77 CHF | 29,400 | 29,400 | 19,698 | 19,698 | 53,857 CHF | 54,206 CHF | 99.54% | 99.54% |
08/07/2024 | 0.72% | 2.69 CHF | 2.70 CHF | 29,680 | 29,680 | 19,893 | 19,893 | 53,261 CHF | 53,614 CHF | 100.00% | 100.00% |
05/07/2024 | 0.76% | 2.61 CHF | 2.62 CHF | 29,990 | 29,990 | 20,246 | 20,246 | 51,227 CHF | 51,586 CHF | 99.80% | 99.80% |
04/07/2024 | 1.20% | 2.53 CHF | 2.56 CHF | 6,050 | 6,050 | 6,004 | 6,004 | 15,053 CHF | 15,233 CHF | 99.13% | 99.13% |
03/07/2024 | 0.73% | 2.46 CHF | 2.47 CHF | 30,560 | 30,560 | 20,001 | 20,001 | 52,343 CHF | 52,697 CHF | 99.66% | 99.66% |
02/07/2024 | 0.74% | 2.55 CHF | 2.56 CHF | 30,070 | 30,070 | 19,911 | 19,911 | 51,280 CHF | 51,633 CHF | 98.89% | 98.89% |