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 | 0.56% | 3.59 CHF | 3.61 CHF | 19,500 | 19,500 | 19,318 | 19,318 | 69,554 CHF | 69,940 CHF | 100.00% | 100.00% |
12/07/2024 | 0.56% | 3.62 CHF | 3.64 CHF | 19,500 | 19,500 | 19,317 | 19,317 | 69,983 CHF | 70,370 CHF | 100.00% | 100.00% |
11/07/2024 | 0.56% | 3.63 CHF | 3.65 CHF | 19,500 | 19,500 | 19,316 | 19,316 | 69,030 CHF | 69,417 CHF | 99.63% | 99.63% |
10/07/2024 | 0.57% | 3.53 CHF | 3.55 CHF | 19,500 | 19,500 | 19,311 | 19,311 | 68,227 CHF | 68,614 CHF | 96.52% | 100.00% |
09/07/2024 | 0.59% | 3.43 CHF | 3.45 CHF | 19,500 | 19,500 | 19,316 | 19,316 | 66,081 CHF | 66,468 CHF | 100.00% | 100.00% |
08/07/2024 | 0.59% | 3.37 CHF | 3.39 CHF | 19,500 | 19,500 | 19,317 | 19,317 | 65,678 CHF | 66,065 CHF | 100.00% | 100.00% |
05/07/2024 | 0.59% | 3.41 CHF | 3.43 CHF | 19,500 | 19,500 | 19,317 | 19,317 | 65,769 CHF | 66,156 CHF | 99.92% | 99.92% |
04/07/2024 | 0.60% | 3.37 CHF | 3.39 CHF | 19,500 | 19,500 | 19,317 | 19,317 | 65,319 CHF | 65,705 CHF | 100.00% | 100.00% |
03/07/2024 | 0.61% | 3.35 CHF | 3.37 CHF | 19,500 | 19,500 | 19,317 | 19,317 | 64,249 CHF | 64,636 CHF | 99.82% | 99.82% |
02/07/2024 | 0.62% | 3.30 CHF | 3.32 CHF | 19,500 | 19,500 | 19,317 | 19,317 | 63,052 CHF | 63,439 CHF | 100.00% | 100.00% |