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 | 0.26% | 3.80 CHF | 3.81 CHF | 81,000 | 81,000 | 80,994 | 80,994 | 307,040 CHF | 307,850 CHF | 100.00% | 100.00% |
12/07/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 81,000 | 81,000 | 80,532 | 80,532 | 307,954 CHF | 308,759 CHF | 100.00% | 100.00% |
11/07/2024 | 0.27% | 3.75 CHF | 3.76 CHF | 82,000 | 82,000 | 81,578 | 81,578 | 305,515 CHF | 306,331 CHF | 100.00% | 100.00% |
10/07/2024 | 0.26% | 3.77 CHF | 3.78 CHF | 81,000 | 81,000 | 81,104 | 81,104 | 305,683 CHF | 306,494 CHF | 100.00% | 100.00% |
09/07/2024 | 0.26% | 3.77 CHF | 3.78 CHF | 81,000 | 81,000 | 81,117 | 81,117 | 307,577 CHF | 308,388 CHF | 100.00% | 100.00% |
08/07/2024 | 0.25% | 3.93 CHF | 3.94 CHF | 79,000 | 79,000 | 79,017 | 79,017 | 312,239 CHF | 313,029 CHF | 99.99% | 99.99% |
05/07/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 79,000 | 79,000 | 78,221 | 78,221 | 312,901 CHF | 313,683 CHF | 99.82% | 99.82% |
04/07/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 78,000 | 78,000 | 78,603 | 78,603 | 313,811 CHF | 314,597 CHF | 99.50% | 99.50% |
03/07/2024 | 0.25% | 3.93 CHF | 3.94 CHF | 79,000 | 79,000 | 79,225 | 79,225 | 310,888 CHF | 311,681 CHF | 99.37% | 99.37% |
02/07/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 80,000 | 80,000 | 80,337 | 80,337 | 309,163 CHF | 309,966 CHF | 100.00% | 100.00% |