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 | 0.27% | 3.65 CHF | 3.66 CHF | 31,000 | 31,000 | 31,093 | 31,093 | 114,440 CHF | 114,751 CHF | 99.44% | 99.44% |
12/07/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 30,000 | 30,000 | 30,367 | 30,367 | 117,227 CHF | 117,530 CHF | 100.00% | 100.00% |
11/07/2024 | 0.27% | 3.86 CHF | 3.87 CHF | 31,000 | 31,000 | 30,844 | 30,844 | 116,085 CHF | 116,394 CHF | 99.82% | 99.82% |
10/07/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 31,000 | 31,000 | 31,204 | 31,204 | 114,714 CHF | 115,026 CHF | 100.00% | 100.00% |
09/07/2024 | 0.27% | 3.61 CHF | 3.62 CHF | 32,000 | 32,000 | 31,147 | 31,147 | 114,670 CHF | 114,981 CHF | 99.77% | 99.77% |
08/07/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 31,000 | 31,000 | 30,872 | 30,872 | 114,606 CHF | 114,914 CHF | 99.99% | 99.99% |
05/07/2024 | 0.27% | 3.77 CHF | 3.78 CHF | 31,000 | 31,000 | 30,872 | 30,872 | 115,844 CHF | 116,153 CHF | 99.81% | 99.81% |
04/07/2024 | 0.27% | 3.67 CHF | 3.68 CHF | 31,000 | 31,000 | 31,793 | 31,793 | 115,985 CHF | 116,303 CHF | 100.00% | 100.00% |
03/07/2024 | 0.28% | 3.62 CHF | 3.63 CHF | 32,000 | 32,000 | 31,868 | 31,868 | 112,474 CHF | 112,793 CHF | 100.00% | 100.00% |
02/07/2024 | 0.28% | 3.53 CHF | 3.54 CHF | 32,000 | 32,000 | 31,868 | 31,868 | 112,768 CHF | 113,086 CHF | 99.99% | 99.99% |