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 | 0.80% | 3.74 CHF | 3.77 CHF | 21,300 | 21,300 | 9,472 | 9,472 | 35,756 CHF | 36,041 CHF | 99.99% | 99.99% |
12/07/2024 | 0.79% | 3.78 CHF | 3.81 CHF | 21,500 | 21,500 | 9,352 | 9,352 | 37,160 CHF | 37,444 CHF | 100.00% | 100.00% |
11/07/2024 | 0.61% | 3.64 CHF | 3.66 CHF | 24,100 | 24,100 | 10,659 | 10,659 | 36,749 CHF | 36,962 CHF | 100.00% | 100.00% |
10/07/2024 | 0.64% | 3.20 CHF | 3.22 CHF | 25,400 | 25,400 | 11,348 | 11,348 | 36,484 CHF | 36,712 CHF | 99.90% | 99.90% |
09/07/2024 | 0.81% | 3.09 CHF | 3.11 CHF | 26,000 | 26,000 | 11,012 | 11,012 | 34,323 CHF | 34,553 CHF | 99.70% | 99.70% |
08/07/2024 | 0.69% | 3.05 CHF | 3.07 CHF | 26,400 | 26,400 | 11,445 | 11,445 | 36,000 CHF | 36,236 CHF | 99.28% | 99.28% |
05/07/2024 | 0.64% | 3.06 CHF | 3.08 CHF | 26,600 | 26,600 | 11,771 | 11,771 | 36,921 CHF | 37,158 CHF | 99.89% | 99.89% |
04/07/2024 | 0.62% | 3.14 CHF | 3.16 CHF | 10,400 | 10,400 | 8,339 | 8,339 | 26,663 CHF | 26,830 CHF | 99.59% | 99.59% |
03/07/2024 | 0.76% | 3.06 CHF | 3.08 CHF | 27,600 | 27,600 | 11,460 | 11,460 | 35,351 CHF | 35,597 CHF | 100.00% | 100.00% |
02/07/2024 | 0.71% | 2.90 CHF | 2.92 CHF | 27,600 | 27,600 | 12,286 | 12,286 | 35,866 CHF | 36,114 CHF | 100.00% | 100.00% |