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 | 1.34% | 2.86 CHF | 2.87 CHF | 61,000 | 61,000 | 24,079 | 24,079 | 66,579 CHF | 67,160 CHF | 98.95% | 98.95% |
12/07/2024 | 0.99% | 2.91 CHF | 2.92 CHF | 61,000 | 61,000 | 24,891 | 24,891 | 75,386 CHF | 75,934 CHF | 99.99% | 99.99% |
11/07/2024 | 1.20% | 3.06 CHF | 3.07 CHF | 63,000 | 63,000 | 25,120 | 25,120 | 77,057 CHF | 77,675 CHF | 99.80% | 99.80% |
10/07/2024 | 1.09% | 3.09 CHF | 3.10 CHF | 62,000 | 62,000 | 25,151 | 25,151 | 78,776 CHF | 79,359 CHF | 99.92% | 99.92% |
09/07/2024 | 1.24% | 2.94 CHF | 2.95 CHF | 61,000 | 61,000 | 24,749 | 24,749 | 71,576 CHF | 72,191 CHF | 99.63% | 99.63% |
08/07/2024 | 0.91% | 2.97 CHF | 2.98 CHF | 62,000 | 62,000 | 25,745 | 25,745 | 82,753 CHF | 83,327 CHF | 99.79% | 99.79% |
05/07/2024 | 0.89% | 3.61 CHF | 3.62 CHF | 67,000 | 67,000 | 26,513 | 26,513 | 92,469 CHF | 93,055 CHF | 99.70% | 99.70% |
04/07/2024 | 1.00% | 3.49 CHF | 3.52 CHF | 20,000 | 20,000 | 16,766 | 16,766 | 58,771 CHF | 59,350 CHF | 98.16% | 98.16% |
03/07/2024 | 0.87% | 3.55 CHF | 3.56 CHF | 66,000 | 66,000 | 26,947 | 26,947 | 97,026 CHF | 97,614 CHF | 98.78% | 98.78% |
02/07/2024 | 0.80% | 3.54 CHF | 3.55 CHF | 66,000 | 66,000 | 26,336 | 26,336 | 99,036 CHF | 99,604 CHF | 99.99% | 99.99% |