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 | 1.19% | 0.85 CHF | 0.86 CHF | 50,400 | 50,400 | 50,582 | 50,582 | 42,313 CHF | 42,819 CHF | 100.00% | 100.00% |
12/07/2024 | 0.72% | 4.40 CHF | 4.43 CHF | 11,000 | 11,000 | 11,091 | 11,091 | 46,167 CHF | 46,500 CHF | 99.99% | 99.99% |
11/07/2024 | 0.77% | 3.94 CHF | 3.97 CHF | 11,700 | 11,700 | 11,701 | 11,701 | 45,627 CHF | 45,978 CHF | 99.81% | 99.81% |
10/07/2024 | 0.85% | 3.65 CHF | 3.68 CHF | 12,200 | 12,200 | 12,263 | 12,263 | 43,121 CHF | 43,489 CHF | 99.99% | 99.99% |
09/07/2024 | 0.79% | 3.54 CHF | 3.57 CHF | 11,500 | 11,500 | 11,351 | 11,351 | 42,974 CHF | 43,315 CHF | 99.74% | 99.74% |
08/07/2024 | 0.75% | 3.89 CHF | 3.92 CHF | 11,000 | 11,000 | 10,924 | 10,924 | 43,535 CHF | 43,863 CHF | 99.99% | 99.99% |
05/07/2024 | 0.67% | 3.94 CHF | 3.97 CHF | 10,300 | 10,300 | 10,142 | 10,142 | 45,071 CHF | 45,375 CHF | 99.79% | 99.79% |
04/07/2024 | 0.72% | 4.24 CHF | 4.27 CHF | 10,900 | 10,900 | 10,958 | 10,958 | 45,504 CHF | 45,832 CHF | 100.00% | 100.00% |
03/07/2024 | 0.77% | 4.01 CHF | 4.04 CHF | 11,500 | 11,500 | 11,522 | 11,522 | 44,963 CHF | 45,309 CHF | 100.00% | 100.00% |
02/07/2024 | 0.85% | 3.75 CHF | 3.78 CHF | 11,800 | 11,800 | 11,897 | 11,897 | 41,776 CHF | 42,133 CHF | 99.98% | 99.98% |