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 | 0.28% | 3.55 CHF | 3.56 CHF | 65,700 | 65,700 | 65,399 | 65,399 | 231,394 CHF | 232,048 CHF | 99.99% | 99.99% |
12/07/2024 | 0.28% | 3.52 CHF | 3.53 CHF | 65,200 | 65,200 | 64,064 | 64,064 | 229,031 CHF | 229,671 CHF | 100.00% | 100.00% |
11/07/2024 | 0.28% | 3.50 CHF | 3.51 CHF | 63,300 | 63,300 | 63,300 | 63,300 | 229,966 CHF | 230,599 CHF | 99.93% | 99.93% |
10/07/2024 | 0.27% | 3.77 CHF | 3.78 CHF | 63,300 | 63,300 | 63,300 | 63,300 | 234,352 CHF | 234,985 CHF | 100.00% | 100.00% |
09/07/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 63,300 | 63,300 | 64,133 | 64,133 | 236,727 CHF | 237,369 CHF | 100.00% | 100.00% |
08/07/2024 | 0.28% | 3.64 CHF | 3.65 CHF | 64,800 | 64,800 | 63,599 | 63,599 | 227,895 CHF | 228,531 CHF | 99.99% | 99.99% |
05/07/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 62,800 | 62,800 | 62,560 | 62,560 | 231,443 CHF | 232,069 CHF | 100.00% | 100.00% |
04/07/2024 | 0.42% | 3.76 CHF | 3.77 CHF | 62,400 | 62,400 | 60,843 | 60,843 | 230,773 CHF | 231,739 CHF | 100.00% | 100.00% |
03/07/2024 | 0.51% | 3.79 CHF | 3.81 CHF | 59,900 | 59,900 | 59,661 | 59,661 | 232,548 CHF | 233,741 CHF | 100.00% | 100.00% |
02/07/2024 | 0.35% | 3.94 CHF | 3.96 CHF | 59,500 | 59,500 | 60,641 | 60,641 | 240,855 CHF | 241,700 CHF | 99.98% | 99.98% |