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% | 3.80 CHF | 3.81 CHF | 29,190 | 29,190 | 28,770 | 28,770 | 109,978 CHF | 110,266 CHF | 100.00% | 100.00% |
12/07/2024 | 0.27% | 3.81 CHF | 3.82 CHF | 29,120 | 29,120 | 28,848 | 28,848 | 109,798 CHF | 110,087 CHF | 99.93% | 99.93% |
11/07/2024 | 0.27% | 3.77 CHF | 3.78 CHF | 29,210 | 29,210 | 29,017 | 29,017 | 109,289 CHF | 109,580 CHF | 100.00% | 100.00% |
10/07/2024 | 0.27% | 3.72 CHF | 3.73 CHF | 29,570 | 29,570 | 29,407 | 29,407 | 108,308 CHF | 108,602 CHF | 100.00% | 100.00% |
09/07/2024 | 0.28% | 3.64 CHF | 3.65 CHF | 29,910 | 29,910 | 29,658 | 29,658 | 107,799 CHF | 108,095 CHF | 99.51% | 99.51% |
08/07/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 29,670 | 29,670 | 29,330 | 29,330 | 108,297 CHF | 108,590 CHF | 100.00% | 100.00% |
05/07/2024 | 0.27% | 3.67 CHF | 3.68 CHF | 29,790 | 29,790 | 29,441 | 29,441 | 108,406 CHF | 108,701 CHF | 99.78% | 99.78% |
04/07/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 29,630 | 29,630 | 29,287 | 29,287 | 108,694 CHF | 108,987 CHF | 100.00% | 100.00% |
03/07/2024 | 0.28% | 3.70 CHF | 3.71 CHF | 29,670 | 29,670 | 29,581 | 29,581 | 108,123 CHF | 108,419 CHF | 100.00% | 100.00% |
02/07/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 30,100 | 30,100 | 30,026 | 30,026 | 106,884 CHF | 107,185 CHF | 99.82% | 99.82% |