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 | 0.25% | 3.87 CHF | 3.88 CHF | 26,300 | 26,300 | 26,300 | 26,300 | 104,565 CHF | 104,828 CHF | 100.00% | 100.00% |
12/07/2024 | 0.26% | 4.16 CHF | 4.17 CHF | 28,500 | 28,500 | 28,500 | 28,500 | 109,894 CHF | 110,179 CHF | 100.00% | 100.00% |
11/07/2024 | 0.28% | 3.70 CHF | 3.71 CHF | 29,600 | 29,600 | 30,102 | 30,102 | 108,292 CHF | 108,593 CHF | 99.80% | 99.80% |
10/07/2024 | 0.29% | 3.52 CHF | 3.53 CHF | 32,400 | 32,400 | 32,400 | 32,400 | 110,928 CHF | 111,252 CHF | 100.00% | 100.00% |
09/07/2024 | 0.29% | 3.26 CHF | 3.27 CHF | 30,200 | 30,200 | 30,200 | 30,200 | 103,550 CHF | 103,852 CHF | 99.74% | 99.74% |
08/07/2024 | 0.27% | 3.63 CHF | 3.64 CHF | 29,400 | 29,400 | 29,640 | 29,640 | 109,326 CHF | 109,622 CHF | 100.00% | 100.00% |
05/07/2024 | 0.26% | 3.57 CHF | 3.58 CHF | 29,200 | 29,200 | 28,179 | 28,179 | 106,644 CHF | 106,926 CHF | 99.80% | 99.80% |
04/07/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 28,600 | 28,600 | 28,600 | 28,600 | 107,830 CHF | 108,116 CHF | 100.00% | 100.00% |
03/07/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 30,900 | 30,900 | 31,351 | 31,351 | 114,116 CHF | 114,429 CHF | 100.00% | 100.00% |
02/07/2024 | 0.31% | 3.33 CHF | 3.34 CHF | 31,800 | 31,800 | 31,800 | 31,800 | 102,526 CHF | 102,844 CHF | 100.00% | 100.00% |