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 | 0.31% | 3.12 CHF | 3.13 CHF | 1,074,600 | 1,074,600 | 1,074,600 | 1,074,600 | 3,430,430 CHF | 3,441,170 CHF | 99.10% | 99.10% |
12/07/2024 | 0.32% | 3.35 CHF | 3.36 CHF | 1,159,400 | 1,159,400 | 1,159,400 | 1,159,400 | 3,625,350 CHF | 3,636,940 CHF | 95.39% | 95.39% |
11/07/2024 | 0.37% | 3.05 CHF | 3.06 CHF | 1,214,100 | 1,214,100 | 1,192,260 | 1,192,260 | 3,511,330 CHF | 3,523,380 CHF | 99.67% | 99.67% |
10/07/2024 | 0.36% | 2.87 CHF | 2.88 CHF | 1,292,100 | 1,292,100 | 1,292,100 | 1,292,100 | 3,600,820 CHF | 3,613,740 CHF | 99.99% | 99.99% |
09/07/2024 | 0.35% | 2.66 CHF | 2.67 CHF | 1,174,000 | 1,174,000 | 1,174,000 | 1,174,000 | 3,321,990 CHF | 3,333,730 CHF | 100.00% | 100.00% |
08/07/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 1,169,500 | 1,169,500 | 1,169,500 | 1,169,500 | 3,580,220 CHF | 3,591,920 CHF | 100.00% | 100.00% |
05/07/2024 | 0.32% | 2.98 CHF | 2.99 CHF | 1,179,500 | 1,179,500 | 1,179,500 | 1,179,500 | 3,668,900 CHF | 3,680,690 CHF | 99.80% | 99.80% |
04/07/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 1,212,500 | 1,212,500 | 1,212,500 | 1,212,500 | 3,562,950 CHF | 3,575,080 CHF | 99.93% | 99.93% |
03/07/2024 | 0.36% | 2.87 CHF | 2.88 CHF | 1,308,700 | 1,308,700 | 1,308,700 | 1,308,700 | 3,662,870 CHF | 3,675,960 CHF | 99.98% | 99.98% |
02/07/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 1,243,800 | 1,243,800 | 1,243,800 | 1,243,800 | 3,181,030 CHF | 3,193,460 CHF | 99.99% | 99.99% |