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 | 32,500 | 32,500 | 32,414 | 32,414 | 99,148 CHF | 99,472 CHF | 99.99% | 99.99% |
12/07/2024 | 0.31% | 3.38 CHF | 3.39 CHF | 33,300 | 33,300 | 33,570 | 33,570 | 110,955 CHF | 111,292 CHF | 99.99% | 99.99% |
11/07/2024 | 0.33% | 3.12 CHF | 3.13 CHF | 36,300 | 36,300 | 36,300 | 36,300 | 110,337 CHF | 110,700 CHF | 99.80% | 99.80% |
10/07/2024 | 0.36% | 2.91 CHF | 2.92 CHF | 38,600 | 38,600 | 38,834 | 38,834 | 109,090 CHF | 109,479 CHF | 100.00% | 100.00% |
09/07/2024 | 0.35% | 2.71 CHF | 2.72 CHF | 37,700 | 37,700 | 37,196 | 37,196 | 104,952 CHF | 105,324 CHF | 99.74% | 99.74% |
08/07/2024 | 0.32% | 2.89 CHF | 2.90 CHF | 33,800 | 33,800 | 33,230 | 33,230 | 102,702 CHF | 103,034 CHF | 99.99% | 99.99% |
05/07/2024 | 0.30% | 3.23 CHF | 3.24 CHF | 32,100 | 32,100 | 32,153 | 32,153 | 107,289 CHF | 107,611 CHF | 99.80% | 99.80% |
04/07/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 32,800 | 32,800 | 32,800 | 32,800 | 108,130 CHF | 108,458 CHF | 100.00% | 100.00% |
03/07/2024 | 0.30% | 3.26 CHF | 3.27 CHF | 33,500 | 33,500 | 33,503 | 33,503 | 110,368 CHF | 110,703 CHF | 100.00% | 100.00% |
02/07/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 33,700 | 33,700 | 33,795 | 33,795 | 104,374 CHF | 104,712 CHF | 99.99% | 99.99% |