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% | 3.70 CHF | 3.71 CHF | 29,190 | 29,190 | 28,775 | 28,775 | 106,948 CHF | 107,236 CHF | 100.00% | 100.00% |
12/07/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 29,110 | 29,110 | 28,853 | 28,853 | 106,764 CHF | 107,053 CHF | 100.00% | 100.00% |
11/07/2024 | 0.28% | 3.67 CHF | 3.68 CHF | 29,180 | 29,180 | 29,019 | 29,019 | 106,231 CHF | 106,522 CHF | 99.98% | 99.98% |
10/07/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 29,580 | 29,580 | 29,410 | 29,410 | 105,171 CHF | 105,465 CHF | 100.00% | 100.00% |
09/07/2024 | 0.29% | 3.53 CHF | 3.54 CHF | 29,940 | 29,940 | 29,660 | 29,660 | 104,676 CHF | 104,973 CHF | 99.51% | 99.51% |
08/07/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 29,670 | 29,670 | 29,332 | 29,332 | 105,184 CHF | 105,477 CHF | 100.00% | 100.00% |
05/07/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 29,770 | 29,770 | 29,442 | 29,442 | 105,289 CHF | 105,583 CHF | 99.88% | 99.88% |
04/07/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 29,620 | 29,620 | 29,285 | 29,285 | 105,558 CHF | 105,851 CHF | 100.00% | 100.00% |
03/07/2024 | 0.28% | 3.59 CHF | 3.60 CHF | 29,690 | 29,690 | 29,581 | 29,581 | 104,995 CHF | 105,291 CHF | 100.00% | 100.00% |
02/07/2024 | 0.29% | 3.50 CHF | 3.51 CHF | 30,100 | 30,100 | 30,026 | 30,026 | 103,693 CHF | 103,993 CHF | 99.89% | 99.89% |