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 | 0.28% | 3.59 CHF | 3.60 CHF | 38,000 | 38,000 | 38,080 | 38,080 | 136,429 CHF | 136,810 CHF | 100.00% | 100.00% |
12/07/2024 | 0.28% | 3.59 CHF | 3.60 CHF | 38,000 | 38,000 | 38,222 | 38,222 | 136,436 CHF | 136,818 CHF | 99.99% | 99.99% |
11/07/2024 | 0.28% | 3.63 CHF | 3.64 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 136,697 CHF | 137,077 CHF | 99.98% | 99.98% |
10/07/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 39,000 | 39,000 | 39,178 | 39,178 | 135,434 CHF | 135,826 CHF | 100.00% | 100.00% |
09/07/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 39,000 | 39,000 | 38,999 | 38,999 | 135,120 CHF | 135,511 CHF | 100.00% | 100.00% |
08/07/2024 | 0.28% | 3.49 CHF | 3.50 CHF | 39,000 | 39,000 | 38,849 | 38,849 | 137,277 CHF | 137,665 CHF | 99.99% | 99.99% |
05/07/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 38,000 | 38,000 | 38,077 | 38,077 | 136,983 CHF | 137,364 CHF | 100.00% | 100.00% |
04/07/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 136,235 CHF | 136,615 CHF | 100.00% | 100.00% |
03/07/2024 | 0.28% | 3.59 CHF | 3.60 CHF | 38,000 | 38,000 | 38,271 | 38,271 | 136,327 CHF | 136,709 CHF | 100.00% | 100.00% |
02/07/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 39,000 | 39,000 | 39,512 | 39,512 | 135,559 CHF | 135,954 CHF | 100.00% | 100.00% |