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 | 0.32% | 3.08 CHF | 3.09 CHF | 89,800 | 89,800 | 89,439 | 89,439 | 274,816 CHF | 275,710 CHF | 100.00% | 100.00% |
12/07/2024 | 0.32% | 3.06 CHF | 3.07 CHF | 89,200 | 89,200 | 87,945 | 87,945 | 272,566 CHF | 273,446 CHF | 100.00% | 100.00% |
11/07/2024 | 0.32% | 3.04 CHF | 3.05 CHF | 87,100 | 87,100 | 87,100 | 87,100 | 273,565 CHF | 274,436 CHF | 100.00% | 100.00% |
10/07/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 87,100 | 87,100 | 87,160 | 87,160 | 278,041 CHF | 278,913 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 87,200 | 87,200 | 88,067 | 88,067 | 280,265 CHF | 281,146 CHF | 100.00% | 100.00% |
08/07/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 88,800 | 88,800 | 87,478 | 87,478 | 271,673 CHF | 272,548 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 3.18 CHF | 3.19 CHF | 86,600 | 86,600 | 86,360 | 86,360 | 275,266 CHF | 276,129 CHF | 100.00% | 100.00% |
04/07/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 86,200 | 86,200 | 84,464 | 84,464 | 275,305 CHF | 276,150 CHF | 100.00% | 100.00% |
03/07/2024 | 0.30% | 3.26 CHF | 3.27 CHF | 83,300 | 83,300 | 83,001 | 83,001 | 276,991 CHF | 277,821 CHF | 100.00% | 100.00% |
02/07/2024 | 0.29% | 3.37 CHF | 3.38 CHF | 82,900 | 82,900 | 84,161 | 84,161 | 284,941 CHF | 285,782 CHF | 99.99% | 99.99% |