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 | 0.25% | 3.94 CHF | 3.95 CHF | 29,190 | 29,190 | 28,773 | 28,773 | 113,871 CHF | 114,159 CHF | 100.00% | 100.00% |
12/07/2024 | 0.26% | 3.95 CHF | 3.96 CHF | 29,120 | 29,120 | 28,847 | 28,847 | 113,693 CHF | 113,982 CHF | 97.80% | 97.80% |
11/07/2024 | 0.26% | 3.91 CHF | 3.92 CHF | 29,180 | 29,180 | 29,016 | 29,016 | 113,216 CHF | 113,507 CHF | 98.35% | 98.35% |
10/07/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 29,590 | 29,590 | 29,412 | 29,412 | 112,275 CHF | 112,570 CHF | 100.00% | 100.00% |
09/07/2024 | 0.27% | 3.77 CHF | 3.78 CHF | 29,940 | 29,940 | 29,659 | 29,659 | 111,823 CHF | 112,120 CHF | 99.51% | 99.51% |
08/07/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 29,670 | 29,670 | 29,332 | 29,332 | 112,250 CHF | 112,544 CHF | 100.00% | 100.00% |
05/07/2024 | 0.26% | 3.80 CHF | 3.81 CHF | 29,770 | 29,770 | 29,442 | 29,442 | 112,355 CHF | 112,649 CHF | 99.88% | 99.88% |
04/07/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 29,630 | 29,630 | 29,286 | 29,286 | 112,625 CHF | 112,918 CHF | 100.00% | 100.00% |
03/07/2024 | 0.27% | 3.83 CHF | 3.84 CHF | 29,690 | 29,690 | 29,581 | 29,581 | 112,094 CHF | 112,390 CHF | 100.00% | 100.00% |
02/07/2024 | 0.27% | 3.74 CHF | 3.75 CHF | 30,100 | 30,100 | 30,025 | 30,025 | 110,922 CHF | 111,222 CHF | 99.89% | 99.89% |