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 | 0.57% | 3.42 CHF | 3.44 CHF | 16,500 | 16,500 | 16,427 | 16,427 | 57,840 CHF | 58,168 CHF | 100.00% | 100.00% |
12/07/2024 | 0.58% | 3.47 CHF | 3.49 CHF | 16,300 | 16,300 | 16,310 | 16,310 | 55,841 CHF | 56,167 CHF | 100.00% | 100.00% |
11/07/2024 | 0.56% | 3.56 CHF | 3.58 CHF | 16,000 | 16,000 | 15,957 | 15,957 | 56,858 CHF | 57,177 CHF | 99.97% | 99.97% |
10/07/2024 | 0.58% | 3.52 CHF | 3.54 CHF | 17,200 | 17,200 | 17,268 | 17,268 | 59,249 CHF | 59,594 CHF | 100.00% | 100.00% |
09/07/2024 | 0.60% | 3.30 CHF | 3.32 CHF | 17,400 | 17,400 | 17,388 | 17,388 | 58,036 CHF | 58,384 CHF | 100.00% | 100.00% |
08/07/2024 | 0.60% | 3.26 CHF | 3.28 CHF | 18,700 | 18,700 | 18,630 | 18,630 | 61,880 CHF | 62,252 CHF | 99.99% | 99.99% |
05/07/2024 | 0.65% | 3.00 CHF | 3.02 CHF | 18,900 | 18,900 | 18,874 | 18,874 | 58,121 CHF | 58,498 CHF | 99.99% | 99.99% |
04/07/2024 | 0.65% | 3.07 CHF | 3.09 CHF | 19,800 | 19,800 | 19,846 | 19,846 | 60,655 CHF | 61,052 CHF | 100.00% | 100.00% |
03/07/2024 | 0.71% | 2.86 CHF | 2.88 CHF | 18,900 | 18,900 | 18,959 | 18,959 | 53,571 CHF | 53,950 CHF | 100.00% | 100.00% |
02/07/2024 | 0.67% | 3.08 CHF | 3.10 CHF | 17,400 | 17,400 | 17,514 | 17,514 | 52,410 CHF | 52,761 CHF | 99.99% | 99.99% |