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% | 3.61 CHF | 3.62 CHF | 29,190 | 29,190 | 28,773 | 28,773 | 104,289 CHF | 104,577 CHF | 99.89% | 99.89% |
12/07/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 29,100 | 29,100 | 28,849 | 28,849 | 104,060 CHF | 104,349 CHF | 99.94% | 99.94% |
11/07/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 29,220 | 29,220 | 29,015 | 29,015 | 103,545 CHF | 103,835 CHF | 99.56% | 99.56% |
10/07/2024 | 0.29% | 3.52 CHF | 3.53 CHF | 29,580 | 29,580 | 29,409 | 29,409 | 102,458 CHF | 102,752 CHF | 100.00% | 100.00% |
09/07/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 29,930 | 29,930 | 29,662 | 29,662 | 101,948 CHF | 102,245 CHF | 99.51% | 99.51% |
08/07/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 29,670 | 29,670 | 29,329 | 29,329 | 102,473 CHF | 102,767 CHF | 100.00% | 100.00% |
05/07/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 29,790 | 29,790 | 29,440 | 29,440 | 102,577 CHF | 102,872 CHF | 100.00% | 100.00% |
04/07/2024 | 0.29% | 3.50 CHF | 3.51 CHF | 29,620 | 29,620 | 29,288 | 29,288 | 102,889 CHF | 103,183 CHF | 100.00% | 100.00% |
03/07/2024 | 0.29% | 3.50 CHF | 3.51 CHF | 29,670 | 29,670 | 29,582 | 29,582 | 102,242 CHF | 102,538 CHF | 100.00% | 100.00% |
02/07/2024 | 0.30% | 3.40 CHF | 3.41 CHF | 30,100 | 30,100 | 30,026 | 30,026 | 100,943 CHF | 101,243 CHF | 99.97% | 99.97% |