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 | 0.47% | 3.36 CHF | 3.37 CHF | 60,500 | 60,500 | 59,959 | 59,959 | 205,339 CHF | 206,297 CHF | 99.98% | 99.98% |
12/07/2024 | 0.57% | 3.44 CHF | 3.46 CHF | 59,600 | 59,600 | 59,480 | 59,480 | 206,319 CHF | 207,508 CHF | 100.00% | 100.00% |
11/07/2024 | 0.56% | 3.61 CHF | 3.63 CHF | 59,400 | 59,400 | 57,842 | 57,842 | 204,893 CHF | 206,050 CHF | 99.97% | 99.97% |
10/07/2024 | 0.55% | 3.54 CHF | 3.56 CHF | 56,800 | 56,800 | 56,142 | 56,142 | 204,743 CHF | 205,866 CHF | 100.00% | 100.00% |
09/07/2024 | 0.54% | 3.73 CHF | 3.75 CHF | 55,700 | 55,700 | 55,392 | 55,392 | 203,272 CHF | 204,380 CHF | 100.00% | 100.00% |
08/07/2024 | 0.54% | 3.66 CHF | 3.68 CHF | 55,200 | 55,200 | 56,162 | 56,162 | 208,740 CHF | 209,863 CHF | 100.00% | 100.00% |
05/07/2024 | 0.55% | 3.67 CHF | 3.69 CHF | 56,900 | 56,900 | 56,121 | 56,121 | 203,940 CHF | 205,062 CHF | 99.78% | 99.78% |
04/07/2024 | 0.55% | 3.62 CHF | 3.64 CHF | 55,600 | 55,600 | 55,660 | 55,660 | 202,791 CHF | 203,904 CHF | 100.00% | 100.00% |
03/07/2024 | 0.54% | 3.60 CHF | 3.62 CHF | 55,700 | 55,700 | 54,325 | 54,325 | 198,932 CHF | 200,019 CHF | 100.00% | 100.00% |
02/07/2024 | 0.52% | 3.78 CHF | 3.80 CHF | 53,400 | 53,400 | 53,160 | 53,160 | 203,522 CHF | 204,585 CHF | 99.98% | 99.98% |