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 | 1.17% | 3.24 CHF | 3.25 CHF | 61,000 | 61,000 | 24,079 | 24,079 | 75,749 CHF | 76,331 CHF | 98.95% | 98.95% |
12/07/2024 | 0.88% | 3.29 CHF | 3.30 CHF | 61,000 | 61,000 | 24,892 | 24,892 | 84,876 CHF | 85,424 CHF | 99.99% | 99.99% |
11/07/2024 | 1.07% | 3.44 CHF | 3.45 CHF | 63,000 | 63,000 | 25,120 | 25,120 | 86,626 CHF | 87,244 CHF | 99.80% | 99.80% |
10/07/2024 | 0.97% | 3.47 CHF | 3.48 CHF | 62,000 | 62,000 | 25,151 | 25,151 | 88,399 CHF | 88,981 CHF | 99.92% | 99.92% |
09/07/2024 | 1.09% | 3.32 CHF | 3.33 CHF | 61,000 | 61,000 | 24,753 | 24,753 | 81,052 CHF | 81,667 CHF | 99.64% | 99.64% |
08/07/2024 | 0.82% | 3.35 CHF | 3.36 CHF | 62,000 | 62,000 | 25,747 | 25,747 | 92,589 CHF | 93,163 CHF | 99.79% | 99.79% |
05/07/2024 | 0.81% | 3.99 CHF | 4.00 CHF | 67,000 | 67,000 | 26,518 | 26,518 | 102,628 CHF | 103,214 CHF | 99.71% | 99.71% |
04/07/2024 | 0.91% | 3.87 CHF | 3.90 CHF | 20,000 | 20,000 | 16,770 | 16,770 | 65,208 CHF | 65,787 CHF | 98.27% | 98.27% |
03/07/2024 | 0.78% | 3.94 CHF | 3.95 CHF | 66,000 | 66,000 | 26,948 | 26,948 | 107,374 CHF | 107,963 CHF | 98.78% | 98.78% |
02/07/2024 | 0.73% | 3.92 CHF | 3.93 CHF | 66,000 | 66,000 | 26,336 | 26,336 | 109,177 CHF | 109,745 CHF | 99.99% | 99.99% |