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 | 0.27% | 3.72 CHF | 3.73 CHF | 29,190 | 29,190 | 28,770 | 28,770 | 107,707 CHF | 107,995 CHF | 99.90% | 99.90% |
12/07/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 29,120 | 29,120 | 28,848 | 28,848 | 107,488 CHF | 107,777 CHF | 99.93% | 99.93% |
11/07/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 29,210 | 29,210 | 29,049 | 29,049 | 107,102 CHF | 107,393 CHF | 99.75% | 99.75% |
10/07/2024 | 0.28% | 3.64 CHF | 3.65 CHF | 29,570 | 29,570 | 29,407 | 29,407 | 105,958 CHF | 106,252 CHF | 100.00% | 100.00% |
09/07/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 29,920 | 29,920 | 29,660 | 29,660 | 105,467 CHF | 105,764 CHF | 99.25% | 99.25% |
08/07/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 29,670 | 29,670 | 29,331 | 29,331 | 105,974 CHF | 106,267 CHF | 100.00% | 100.00% |
05/07/2024 | 0.28% | 3.59 CHF | 3.60 CHF | 29,790 | 29,790 | 29,442 | 29,442 | 106,061 CHF | 106,356 CHF | 99.78% | 99.78% |
04/07/2024 | 0.28% | 3.62 CHF | 3.63 CHF | 29,630 | 29,630 | 29,291 | 29,291 | 106,388 CHF | 106,681 CHF | 100.00% | 100.00% |
03/07/2024 | 0.28% | 3.62 CHF | 3.63 CHF | 29,670 | 29,670 | 29,582 | 29,582 | 105,756 CHF | 106,053 CHF | 100.00% | 100.00% |
02/07/2024 | 0.29% | 3.52 CHF | 3.53 CHF | 30,100 | 30,100 | 30,028 | 30,028 | 104,520 CHF | 104,821 CHF | 99.95% | 99.95% |