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 | 0.31% | 3.16 CHF | 3.17 CHF | 31,000 | 31,000 | 31,093 | 31,093 | 99,127 CHF | 99,438 CHF | 99.44% | 99.44% |
12/07/2024 | 0.30% | 3.39 CHF | 3.40 CHF | 30,000 | 30,000 | 30,367 | 30,367 | 102,305 CHF | 102,608 CHF | 99.99% | 99.99% |
11/07/2024 | 0.31% | 3.37 CHF | 3.38 CHF | 31,000 | 31,000 | 30,844 | 30,844 | 100,941 CHF | 101,249 CHF | 99.82% | 99.82% |
10/07/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 31,000 | 31,000 | 31,204 | 31,204 | 99,411 CHF | 99,723 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 3.12 CHF | 3.13 CHF | 32,000 | 32,000 | 31,147 | 31,147 | 99,405 CHF | 99,716 CHF | 99.77% | 99.77% |
08/07/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 31,000 | 31,000 | 30,872 | 30,872 | 99,485 CHF | 99,794 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 31,000 | 31,000 | 30,872 | 30,872 | 100,697 CHF | 101,005 CHF | 99.81% | 99.81% |
04/07/2024 | 0.32% | 3.18 CHF | 3.19 CHF | 31,000 | 31,000 | 31,793 | 31,793 | 100,446 CHF | 100,764 CHF | 100.00% | 100.00% |
03/07/2024 | 0.33% | 3.13 CHF | 3.14 CHF | 32,000 | 32,000 | 31,868 | 31,868 | 96,846 CHF | 97,165 CHF | 100.00% | 100.00% |
02/07/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 32,000 | 32,000 | 31,868 | 31,868 | 97,178 CHF | 97,497 CHF | 99.99% | 99.99% |