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 | 1.44% | 2.68 CHF | 2.69 CHF | 61,000 | 61,000 | 24,078 | 24,078 | 62,070 CHF | 62,651 CHF | 98.95% | 98.95% |
12/07/2024 | 1.05% | 2.73 CHF | 2.74 CHF | 61,000 | 61,000 | 24,891 | 24,891 | 70,724 CHF | 71,273 CHF | 99.99% | 99.99% |
11/07/2024 | 1.28% | 2.87 CHF | 2.88 CHF | 63,000 | 63,000 | 25,129 | 25,129 | 72,380 CHF | 72,999 CHF | 99.83% | 99.83% |
10/07/2024 | 1.16% | 2.90 CHF | 2.91 CHF | 62,000 | 62,000 | 25,151 | 25,151 | 74,050 CHF | 74,633 CHF | 99.92% | 99.92% |
09/07/2024 | 1.32% | 2.75 CHF | 2.76 CHF | 61,000 | 61,000 | 24,749 | 24,749 | 66,935 CHF | 67,550 CHF | 99.63% | 99.63% |
08/07/2024 | 0.97% | 2.78 CHF | 2.79 CHF | 62,000 | 62,000 | 25,744 | 25,744 | 77,932 CHF | 78,506 CHF | 99.79% | 99.79% |
05/07/2024 | 0.94% | 3.42 CHF | 3.43 CHF | 67,000 | 67,000 | 26,513 | 26,513 | 87,495 CHF | 88,081 CHF | 99.70% | 99.70% |
04/07/2024 | 1.06% | 3.30 CHF | 3.33 CHF | 20,000 | 20,000 | 16,767 | 16,767 | 55,609 CHF | 56,187 CHF | 98.18% | 98.18% |
03/07/2024 | 0.91% | 3.36 CHF | 3.37 CHF | 66,000 | 66,000 | 26,948 | 26,948 | 91,947 CHF | 92,535 CHF | 98.78% | 98.78% |
02/07/2024 | 0.84% | 3.35 CHF | 3.36 CHF | 66,000 | 66,000 | 26,332 | 26,332 | 94,049 CHF | 94,617 CHF | 99.98% | 99.98% |