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 | 0.29% | 3.49 CHF | 3.50 CHF | 29,190 | 29,190 | 28,774 | 28,774 | 100,887 CHF | 101,175 CHF | 100.00% | 100.00% |
12/07/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 29,100 | 29,100 | 28,852 | 28,852 | 100,634 CHF | 100,923 CHF | 99.98% | 99.98% |
11/07/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 29,180 | 29,180 | 29,017 | 29,017 | 100,092 CHF | 100,382 CHF | 99.73% | 99.73% |
10/07/2024 | 0.30% | 3.40 CHF | 3.41 CHF | 29,580 | 29,580 | 29,408 | 29,408 | 98,960 CHF | 99,254 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 29,930 | 29,930 | 29,659 | 29,659 | 98,409 CHF | 98,706 CHF | 99.41% | 99.41% |
08/07/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 29,670 | 29,670 | 29,331 | 29,331 | 98,987 CHF | 99,281 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 3.35 CHF | 3.36 CHF | 29,770 | 29,770 | 29,441 | 29,441 | 99,069 CHF | 99,364 CHF | 99.95% | 99.95% |
04/07/2024 | 0.30% | 3.39 CHF | 3.40 CHF | 29,620 | 29,620 | 29,285 | 29,285 | 99,384 CHF | 99,677 CHF | 100.00% | 100.00% |
03/07/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 29,690 | 29,690 | 29,580 | 29,580 | 98,755 CHF | 99,051 CHF | 100.00% | 100.00% |
02/07/2024 | 0.31% | 3.29 CHF | 3.30 CHF | 30,100 | 30,100 | 30,030 | 30,030 | 97,374 CHF | 97,674 CHF | 99.89% | 99.89% |