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 | 0.86% | 3.50 CHF | 3.53 CHF | 11,600 | 11,600 | 11,613 | 11,613 | 40,566 CHF | 40,915 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 3.78 CHF | 3.81 CHF | 11,300 | 11,300 | 11,253 | 11,253 | 41,799 CHF | 42,136 CHF | 100.00% | 100.00% |
11/07/2024 | 0.84% | 3.72 CHF | 3.75 CHF | 11,200 | 11,200 | 11,230 | 11,230 | 40,119 CHF | 40,456 CHF | 99.98% | 99.98% |
10/07/2024 | 0.78% | 3.76 CHF | 3.79 CHF | 11,300 | 11,300 | 11,255 | 11,255 | 42,916 CHF | 43,253 CHF | 99.99% | 99.99% |
09/07/2024 | 1.00% | 3.71 CHF | 3.75 CHF | 9,600 | 9,600 | 9,553 | 9,553 | 38,183 CHF | 38,565 CHF | 100.00% | 100.00% |
08/07/2024 | 0.87% | 4.59 CHF | 4.63 CHF | 8,400 | 8,400 | 8,365 | 8,365 | 38,448 CHF | 38,783 CHF | 99.98% | 99.98% |
05/07/2024 | 0.61% | 5.09 CHF | 5.12 CHF | 10,300 | 10,300 | 10,487 | 10,487 | 51,344 CHF | 51,658 CHF | 99.22% | 99.22% |
04/07/2024 | 0.53% | 3.97 CHF | 3.99 CHF | 17,300 | 17,300 | 17,439 | 17,439 | 66,304 CHF | 66,653 CHF | 99.49% | 99.49% |
03/07/2024 | 0.93% | 2.28 CHF | 2.30 CHF | 22,300 | 22,300 | 22,441 | 22,441 | 48,177 CHF | 48,626 CHF | 99.35% | 99.35% |
02/07/2024 | 1.14% | 1.77 CHF | 1.79 CHF | 21,500 | 21,500 | 21,433 | 21,433 | 37,404 CHF | 37,833 CHF | 100.00% | 100.00% |