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% | 3.06 CHF | 3.07 CHF | 70,000 | 70,000 | 68,810 | 68,810 | 211,464 CHF | 212,153 CHF | 99.84% | 99.84% |
12/07/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 70,000 | 70,000 | 69,344 | 69,344 | 210,393 CHF | 211,087 CHF | 100.00% | 100.00% |
11/07/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 70,000 | 70,000 | 69,022 | 69,022 | 211,088 CHF | 211,779 CHF | 100.00% | 100.00% |
10/07/2024 | 0.34% | 3.03 CHF | 3.04 CHF | 70,000 | 70,000 | 69,343 | 69,343 | 208,769 CHF | 209,463 CHF | 100.00% | 100.00% |
09/07/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 70,000 | 70,000 | 69,025 | 69,025 | 209,886 CHF | 210,577 CHF | 99.95% | 99.95% |
08/07/2024 | 0.34% | 3.02 CHF | 3.03 CHF | 70,000 | 70,000 | 69,651 | 69,651 | 206,889 CHF | 207,586 CHF | 100.00% | 100.00% |
05/07/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 72,000 | 72,000 | 71,036 | 71,036 | 205,561 CHF | 206,272 CHF | 99.90% | 99.90% |
04/07/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 72,000 | 72,000 | 71,307 | 71,307 | 205,787 CHF | 206,501 CHF | 100.00% | 100.00% |
03/07/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 72,000 | 72,000 | 71,503 | 71,503 | 203,778 CHF | 204,494 CHF | 99.06% | 99.06% |
02/07/2024 | 0.35% | 2.91 CHF | 2.92 CHF | 71,000 | 71,000 | 70,957 | 70,957 | 204,096 CHF | 204,806 CHF | 97.73% | 97.73% |