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 | 0.30% | 3.29 CHF | 3.30 CHF | 71,000 | 71,000 | 71,084 | 71,084 | 234,062 CHF | 234,772 CHF | 100.00% | 100.00% |
12/07/2024 | 0.29% | 3.55 CHF | 3.56 CHF | 69,000 | 69,000 | 69,000 | 69,000 | 241,325 CHF | 242,015 CHF | 100.00% | 100.00% |
11/07/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 69,000 | 69,000 | 69,337 | 69,337 | 239,653 CHF | 240,347 CHF | 99.82% | 99.82% |
10/07/2024 | 0.30% | 3.35 CHF | 3.36 CHF | 71,000 | 71,000 | 71,000 | 71,000 | 234,854 CHF | 235,564 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 71,000 | 71,000 | 70,915 | 70,915 | 237,120 CHF | 237,830 CHF | 99.74% | 99.74% |
08/07/2024 | 0.30% | 3.31 CHF | 3.32 CHF | 71,000 | 71,000 | 71,000 | 71,000 | 237,502 CHF | 238,212 CHF | 99.99% | 99.99% |
05/07/2024 | 0.29% | 3.38 CHF | 3.39 CHF | 71,000 | 71,000 | 69,595 | 69,595 | 239,228 CHF | 239,924 CHF | 99.80% | 99.80% |
04/07/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 71,000 | 71,000 | 70,319 | 70,319 | 241,485 CHF | 242,188 CHF | 100.00% | 100.00% |
03/07/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 71,000 | 71,000 | 69,496 | 69,496 | 240,491 CHF | 241,186 CHF | 100.00% | 100.00% |
02/07/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 69,000 | 69,000 | 69,568 | 69,568 | 240,091 CHF | 240,786 CHF | 100.00% | 100.00% |