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 | 0.31% | 3.30 CHF | 3.31 CHF | 523,700 | 523,700 | 523,700 | 523,700 | 1,671,080 CHF | 1,676,320 CHF | 100.00% | 100.00% |
12/07/2024 | 0.33% | 3.18 CHF | 3.19 CHF | 543,200 | 543,200 | 543,200 | 543,200 | 1,636,230 CHF | 1,641,660 CHF | 100.00% | 100.00% |
11/07/2024 | 0.31% | 3.07 CHF | 3.08 CHF | 508,900 | 508,900 | 508,900 | 508,900 | 1,614,780 CHF | 1,619,870 CHF | 99.85% | 99.85% |
10/07/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 544,800 | 544,800 | 544,800 | 544,800 | 1,638,710 CHF | 1,644,160 CHF | 100.00% | 100.00% |
09/07/2024 | 0.33% | 2.98 CHF | 2.99 CHF | 547,100 | 547,100 | 547,100 | 547,100 | 1,636,840 CHF | 1,642,310 CHF | 99.99% | 99.99% |
08/07/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 549,200 | 549,200 | 549,200 | 549,200 | 1,604,720 CHF | 1,610,220 CHF | 98.72% | 98.72% |
05/07/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 568,900 | 568,900 | 568,900 | 568,900 | 1,600,770 CHF | 1,606,460 CHF | 100.00% | 100.00% |
04/07/2024 | 0.35% | 2.80 CHF | 2.81 CHF | 284,500 | 284,500 | 506,737 | 506,737 | 1,431,760 CHF | 1,436,820 CHF | 100.00% | 100.00% |
03/07/2024 | 0.37% | 2.77 CHF | 2.78 CHF | 588,500 | 588,500 | 588,500 | 588,500 | 1,606,290 CHF | 1,612,170 CHF | 100.00% | 100.00% |
02/07/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 613,200 | 613,200 | 613,200 | 613,200 | 1,551,090 CHF | 1,557,230 CHF | 99.98% | 99.98% |