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 | 0.71% | 2.98 CHF | 3.00 CHF | 49,400 | 49,400 | 46,256 | 46,256 | 130,101 CHF | 131,026 CHF | 99.99% | 99.99% |
12/07/2024 | 0.73% | 2.76 CHF | 2.78 CHF | 46,800 | 46,800 | 46,800 | 46,800 | 126,951 CHF | 127,887 CHF | 100.00% | 100.00% |
11/07/2024 | 0.70% | 2.82 CHF | 2.84 CHF | 39,100 | 39,100 | 39,100 | 39,100 | 110,864 CHF | 111,646 CHF | 100.00% | 100.00% |
10/07/2024 | 0.62% | 3.16 CHF | 3.18 CHF | 41,300 | 41,300 | 41,300 | 41,300 | 132,918 CHF | 133,744 CHF | 99.99% | 99.99% |
09/07/2024 | 0.62% | 3.16 CHF | 3.18 CHF | 41,300 | 41,300 | 41,255 | 41,255 | 132,812 CHF | 133,638 CHF | 99.74% | 99.74% |
08/07/2024 | 0.61% | 3.23 CHF | 3.25 CHF | 39,400 | 39,400 | 39,400 | 39,400 | 128,029 CHF | 128,817 CHF | 99.26% | 99.26% |
05/07/2024 | 0.60% | 3.28 CHF | 3.30 CHF | 39,200 | 39,200 | 39,200 | 39,200 | 129,406 CHF | 130,190 CHF | 99.99% | 99.99% |
04/07/2024 | 0.88% | 3.36 CHF | 3.39 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 119,229 CHF | 120,279 CHF | 99.60% | 99.60% |
03/07/2024 | 0.80% | 3.72 CHF | 3.75 CHF | 33,200 | 33,200 | 33,200 | 33,200 | 123,356 CHF | 124,352 CHF | 100.00% | 100.00% |
02/07/2024 | 0.78% | 3.80 CHF | 3.83 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 126,417 CHF | 127,407 CHF | 99.99% | 99.99% |