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 | 1.69% | 2.29 CHF | 2.30 CHF | 61,000 | 61,000 | 24,079 | 24,079 | 52,901 CHF | 53,483 CHF | 98.95% | 98.95% |
12/07/2024 | 1.21% | 2.35 CHF | 2.36 CHF | 61,000 | 61,000 | 24,891 | 24,891 | 61,246 CHF | 61,794 CHF | 99.99% | 99.99% |
11/07/2024 | 1.48% | 2.49 CHF | 2.50 CHF | 63,000 | 63,000 | 25,129 | 25,129 | 62,806 CHF | 63,425 CHF | 99.83% | 99.83% |
10/07/2024 | 1.34% | 2.52 CHF | 2.53 CHF | 62,000 | 62,000 | 25,151 | 25,151 | 64,432 CHF | 65,015 CHF | 99.92% | 99.92% |
09/07/2024 | 1.53% | 2.37 CHF | 2.38 CHF | 61,000 | 61,000 | 24,753 | 24,753 | 57,483 CHF | 58,098 CHF | 99.64% | 99.64% |
08/07/2024 | 1.10% | 2.40 CHF | 2.41 CHF | 62,000 | 62,000 | 25,746 | 25,746 | 68,120 CHF | 68,694 CHF | 99.79% | 99.79% |
05/07/2024 | 1.07% | 3.04 CHF | 3.05 CHF | 67,000 | 67,000 | 26,518 | 26,518 | 77,367 CHF | 77,952 CHF | 99.71% | 99.71% |
04/07/2024 | 1.20% | 2.92 CHF | 2.95 CHF | 20,000 | 20,000 | 16,766 | 16,766 | 49,204 CHF | 49,783 CHF | 98.16% | 98.16% |
03/07/2024 | 1.03% | 2.98 CHF | 2.99 CHF | 66,000 | 66,000 | 26,947 | 26,947 | 81,604 CHF | 82,192 CHF | 98.78% | 98.78% |
02/07/2024 | 0.94% | 2.97 CHF | 2.98 CHF | 66,000 | 66,000 | 26,340 | 26,340 | 83,948 CHF | 84,517 CHF | 100.00% | 100.00% |