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% | 3.33 CHF | 3.34 CHF | 29,190 | 29,190 | 28,775 | 28,775 | 96,394 CHF | 96,682 CHF | 100.00% | 100.00% |
12/07/2024 | 0.30% | 3.34 CHF | 3.35 CHF | 29,120 | 29,120 | 28,840 | 28,840 | 96,104 CHF | 96,393 CHF | 97.80% | 97.80% |
11/07/2024 | 0.31% | 3.30 CHF | 3.31 CHF | 29,190 | 29,190 | 29,018 | 29,018 | 95,587 CHF | 95,878 CHF | 98.93% | 98.93% |
10/07/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 29,590 | 29,590 | 29,414 | 29,414 | 94,402 CHF | 94,697 CHF | 100.00% | 100.00% |
09/07/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 29,890 | 29,890 | 29,658 | 29,658 | 93,789 CHF | 94,086 CHF | 99.51% | 99.51% |
08/07/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 29,670 | 29,670 | 29,333 | 29,333 | 94,420 CHF | 94,714 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 29,780 | 29,780 | 29,441 | 29,441 | 94,472 CHF | 94,766 CHF | 99.64% | 99.64% |
04/07/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 29,630 | 29,630 | 29,285 | 29,285 | 94,824 CHF | 95,117 CHF | 100.00% | 100.00% |
03/07/2024 | 0.32% | 3.22 CHF | 3.23 CHF | 29,700 | 29,700 | 29,582 | 29,582 | 94,140 CHF | 94,436 CHF | 100.00% | 100.00% |
02/07/2024 | 0.33% | 3.13 CHF | 3.14 CHF | 30,100 | 30,100 | 30,025 | 30,025 | 92,681 CHF | 92,981 CHF | 100.00% | 100.00% |