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 | 0.28% | 3.53 CHF | 3.54 CHF | 71,000 | 71,000 | 71,085 | 71,085 | 250,736 CHF | 251,446 CHF | 99.99% | 99.99% |
12/07/2024 | 0.27% | 3.78 CHF | 3.79 CHF | 69,000 | 69,000 | 69,000 | 69,000 | 257,506 CHF | 258,196 CHF | 100.00% | 100.00% |
11/07/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 69,000 | 69,000 | 69,337 | 69,337 | 255,939 CHF | 256,633 CHF | 99.83% | 99.83% |
10/07/2024 | 0.28% | 3.59 CHF | 3.60 CHF | 71,000 | 71,000 | 71,000 | 71,000 | 251,501 CHF | 252,211 CHF | 99.99% | 99.99% |
09/07/2024 | 0.28% | 3.52 CHF | 3.53 CHF | 71,000 | 71,000 | 70,915 | 70,915 | 253,736 CHF | 254,446 CHF | 99.74% | 99.74% |
08/07/2024 | 0.28% | 3.54 CHF | 3.55 CHF | 71,000 | 71,000 | 71,000 | 71,000 | 254,168 CHF | 254,878 CHF | 99.99% | 99.99% |
05/07/2024 | 0.27% | 3.62 CHF | 3.63 CHF | 71,000 | 71,000 | 69,595 | 69,595 | 255,524 CHF | 256,220 CHF | 99.81% | 99.81% |
04/07/2024 | 0.27% | 3.66 CHF | 3.67 CHF | 71,000 | 71,000 | 70,319 | 70,319 | 257,940 CHF | 258,643 CHF | 100.00% | 100.00% |
03/07/2024 | 0.27% | 3.67 CHF | 3.68 CHF | 71,000 | 71,000 | 69,496 | 69,496 | 256,784 CHF | 257,479 CHF | 100.00% | 100.00% |
02/07/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 69,000 | 69,000 | 69,567 | 69,567 | 256,325 CHF | 257,021 CHF | 99.99% | 99.99% |