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 | 0.33% | 2.98 CHF | 2.99 CHF | 31,000 | 31,000 | 31,093 | 31,093 | 93,460 CHF | 93,771 CHF | 99.44% | 99.44% |
12/07/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 30,000 | 30,000 | 30,367 | 30,367 | 96,814 CHF | 97,118 CHF | 100.00% | 100.00% |
11/07/2024 | 0.32% | 3.19 CHF | 3.20 CHF | 31,000 | 31,000 | 30,845 | 30,845 | 95,351 CHF | 95,660 CHF | 99.82% | 99.82% |
10/07/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 31,000 | 31,000 | 31,204 | 31,204 | 93,673 CHF | 93,985 CHF | 100.00% | 100.00% |
09/07/2024 | 0.33% | 2.94 CHF | 2.95 CHF | 32,000 | 32,000 | 31,147 | 31,147 | 93,749 CHF | 94,060 CHF | 99.73% | 99.73% |
08/07/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 31,000 | 31,000 | 30,872 | 30,872 | 93,897 CHF | 94,206 CHF | 99.99% | 99.99% |
05/07/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 31,000 | 31,000 | 30,872 | 30,872 | 95,108 CHF | 95,416 CHF | 99.81% | 99.81% |
04/07/2024 | 0.34% | 3.00 CHF | 3.01 CHF | 31,000 | 31,000 | 31,793 | 31,793 | 94,657 CHF | 94,975 CHF | 100.00% | 100.00% |
03/07/2024 | 0.35% | 2.95 CHF | 2.96 CHF | 32,000 | 32,000 | 31,868 | 31,868 | 91,019 CHF | 91,338 CHF | 100.00% | 100.00% |
02/07/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 32,000 | 32,000 | 31,868 | 31,868 | 91,367 CHF | 91,686 CHF | 100.00% | 100.00% |