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 | 1.09% | 2.73 CHF | 2.76 CHF | 28,200 | 28,200 | 28,200 | 28,200 | 77,432 CHF | 78,278 CHF | 100.00% | 100.00% |
12/07/2024 | 1.03% | 2.81 CHF | 2.84 CHF | 27,100 | 27,100 | 27,565 | 27,565 | 79,962 CHF | 80,789 CHF | 100.00% | 100.00% |
11/07/2024 | 1.08% | 2.85 CHF | 2.88 CHF | 29,400 | 29,400 | 28,941 | 28,941 | 80,011 CHF | 80,880 CHF | 99.98% | 99.98% |
10/07/2024 | 1.04% | 2.77 CHF | 2.80 CHF | 28,400 | 28,400 | 28,751 | 28,751 | 82,650 CHF | 83,512 CHF | 100.00% | 100.00% |
09/07/2024 | 1.11% | 2.77 CHF | 2.80 CHF | 29,600 | 29,600 | 29,441 | 29,441 | 79,395 CHF | 80,279 CHF | 99.71% | 99.71% |
08/07/2024 | 1.07% | 2.71 CHF | 2.74 CHF | 28,300 | 28,300 | 28,400 | 28,400 | 79,171 CHF | 80,023 CHF | 99.30% | 99.30% |
05/07/2024 | 1.08% | 2.82 CHF | 2.85 CHF | 26,300 | 26,300 | 26,342 | 26,342 | 72,960 CHF | 73,750 CHF | 100.00% | 100.00% |
04/07/2024 | 1.04% | 2.93 CHF | 2.96 CHF | 27,800 | 27,800 | 27,466 | 27,466 | 78,559 CHF | 79,383 CHF | 99.59% | 99.59% |
03/07/2024 | 1.05% | 2.88 CHF | 2.91 CHF | 27,500 | 27,500 | 27,270 | 27,270 | 77,753 CHF | 78,571 CHF | 100.00% | 100.00% |
02/07/2024 | 1.00% | 2.89 CHF | 2.92 CHF | 26,200 | 26,200 | 26,264 | 26,264 | 78,572 CHF | 79,360 CHF | 99.99% | 99.99% |