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% | 3.96 CHF | 3.97 CHF | 29,190 | 29,190 | 28,772 | 28,772 | 114,618 CHF | 114,907 CHF | 99.90% | 99.90% |
12/07/2024 | 0.25% | 3.97 CHF | 3.98 CHF | 29,100 | 29,100 | 28,849 | 28,849 | 114,446 CHF | 114,734 CHF | 99.94% | 99.94% |
11/07/2024 | 0.26% | 3.94 CHF | 3.95 CHF | 29,210 | 29,210 | 29,049 | 29,049 | 114,074 CHF | 114,365 CHF | 99.75% | 99.75% |
10/07/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 29,580 | 29,580 | 29,409 | 29,409 | 113,045 CHF | 113,340 CHF | 100.00% | 100.00% |
09/07/2024 | 0.27% | 3.80 CHF | 3.81 CHF | 29,920 | 29,920 | 29,659 | 29,659 | 112,584 CHF | 112,881 CHF | 99.26% | 99.26% |
08/07/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 29,670 | 29,670 | 29,331 | 29,331 | 113,013 CHF | 113,307 CHF | 100.00% | 100.00% |
05/07/2024 | 0.26% | 3.83 CHF | 3.84 CHF | 29,790 | 29,790 | 29,444 | 29,444 | 113,155 CHF | 113,450 CHF | 100.00% | 100.00% |
04/07/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 29,630 | 29,630 | 29,291 | 29,291 | 113,418 CHF | 113,711 CHF | 100.00% | 100.00% |
03/07/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 29,670 | 29,670 | 29,580 | 29,580 | 112,851 CHF | 113,147 CHF | 100.00% | 100.00% |
02/07/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 30,100 | 30,100 | 30,030 | 30,030 | 111,735 CHF | 112,035 CHF | 99.95% | 99.95% |