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 | 1.56% | 2.48 CHF | 2.49 CHF | 61,000 | 61,000 | 24,080 | 24,080 | 57,464 CHF | 58,046 CHF | 98.95% | 98.95% |
12/07/2024 | 1.12% | 2.54 CHF | 2.55 CHF | 61,000 | 61,000 | 24,891 | 24,891 | 65,962 CHF | 66,510 CHF | 99.99% | 99.99% |
11/07/2024 | 1.37% | 2.68 CHF | 2.69 CHF | 63,000 | 63,000 | 25,129 | 25,129 | 67,568 CHF | 68,186 CHF | 99.83% | 99.83% |
10/07/2024 | 1.25% | 2.71 CHF | 2.72 CHF | 62,000 | 62,000 | 25,151 | 25,151 | 69,216 CHF | 69,799 CHF | 99.92% | 99.92% |
09/07/2024 | 1.42% | 2.56 CHF | 2.57 CHF | 61,000 | 61,000 | 24,753 | 24,753 | 62,187 CHF | 62,802 CHF | 99.64% | 99.64% |
08/07/2024 | 1.03% | 2.59 CHF | 2.60 CHF | 62,000 | 62,000 | 25,746 | 25,746 | 73,005 CHF | 73,579 CHF | 99.79% | 99.79% |
05/07/2024 | 1.00% | 3.23 CHF | 3.24 CHF | 67,000 | 67,000 | 26,515 | 26,515 | 82,398 CHF | 82,983 CHF | 99.71% | 99.71% |
04/07/2024 | 1.13% | 3.11 CHF | 3.14 CHF | 20,000 | 20,000 | 16,766 | 16,766 | 52,394 CHF | 52,972 CHF | 98.16% | 98.16% |
03/07/2024 | 0.97% | 3.17 CHF | 3.18 CHF | 66,000 | 66,000 | 26,947 | 26,947 | 86,744 CHF | 87,333 CHF | 98.78% | 98.78% |
02/07/2024 | 0.89% | 3.16 CHF | 3.17 CHF | 66,000 | 66,000 | 26,340 | 26,340 | 88,982 CHF | 89,550 CHF | 100.00% | 100.00% |