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% | 2.99 CHF | 3.00 CHF | 38,000 | 38,000 | 38,080 | 38,080 | 113,896 CHF | 114,277 CHF | 100.00% | 100.00% |
12/07/2024 | 0.34% | 3.00 CHF | 3.01 CHF | 38,000 | 38,000 | 38,222 | 38,222 | 113,866 CHF | 114,248 CHF | 100.00% | 100.00% |
11/07/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 38,000 | 38,000 | 37,999 | 37,999 | 114,219 CHF | 114,600 CHF | 99.98% | 99.98% |
10/07/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 39,000 | 39,000 | 39,178 | 39,178 | 112,437 CHF | 112,829 CHF | 100.00% | 100.00% |
09/07/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 39,000 | 39,000 | 38,999 | 38,999 | 112,217 CHF | 112,608 CHF | 100.00% | 100.00% |
08/07/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 39,000 | 39,000 | 38,848 | 38,848 | 114,422 CHF | 114,811 CHF | 99.70% | 99.70% |
05/07/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 38,000 | 38,000 | 38,077 | 38,077 | 114,474 CHF | 114,855 CHF | 100.00% | 100.00% |
04/07/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 113,812 CHF | 114,192 CHF | 100.00% | 100.00% |
03/07/2024 | 0.34% | 3.00 CHF | 3.01 CHF | 38,000 | 38,000 | 38,271 | 38,271 | 113,732 CHF | 114,115 CHF | 100.00% | 100.00% |
02/07/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 39,000 | 39,000 | 39,512 | 39,512 | 112,398 CHF | 112,793 CHF | 100.00% | 100.00% |