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 | 0.26% | 3.84 CHF | 3.85 CHF | 29,190 | 29,190 | 28,770 | 28,770 | 111,128 CHF | 111,416 CHF | 100.00% | 100.00% |
12/07/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 29,120 | 29,120 | 28,848 | 28,848 | 110,950 CHF | 111,239 CHF | 99.93% | 99.93% |
11/07/2024 | 0.26% | 3.81 CHF | 3.82 CHF | 29,210 | 29,210 | 29,052 | 29,052 | 110,583 CHF | 110,873 CHF | 99.85% | 99.85% |
10/07/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 29,570 | 29,570 | 29,407 | 29,407 | 109,487 CHF | 109,781 CHF | 100.00% | 100.00% |
09/07/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 29,910 | 29,910 | 29,657 | 29,657 | 108,982 CHF | 109,279 CHF | 99.51% | 99.51% |
08/07/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 29,670 | 29,670 | 29,331 | 29,331 | 109,469 CHF | 109,762 CHF | 100.00% | 100.00% |
05/07/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 29,790 | 29,790 | 29,442 | 29,442 | 109,594 CHF | 109,889 CHF | 99.78% | 99.78% |
04/07/2024 | 0.27% | 3.74 CHF | 3.75 CHF | 29,630 | 29,630 | 29,288 | 29,288 | 109,865 CHF | 110,158 CHF | 100.00% | 100.00% |
03/07/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 29,670 | 29,670 | 29,580 | 29,580 | 109,271 CHF | 109,567 CHF | 98.99% | 98.99% |
02/07/2024 | 0.28% | 3.64 CHF | 3.65 CHF | 30,100 | 30,100 | 30,026 | 30,026 | 108,086 CHF | 108,387 CHF | 99.72% | 99.72% |