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 | 0.60% | 3.36 CHF | 3.38 CHF | 29,190 | 29,190 | 28,772 | 28,772 | 97,301 CHF | 97,877 CHF | 100.00% | 100.00% |
12/07/2024 | 0.60% | 3.37 CHF | 3.39 CHF | 29,120 | 29,120 | 28,847 | 28,847 | 97,078 CHF | 97,655 CHF | 100.00% | 100.00% |
11/07/2024 | 0.61% | 3.33 CHF | 3.35 CHF | 29,200 | 29,200 | 29,024 | 29,024 | 96,520 CHF | 97,101 CHF | 99.93% | 99.93% |
10/07/2024 | 0.62% | 3.28 CHF | 3.30 CHF | 29,570 | 29,570 | 29,408 | 29,408 | 95,347 CHF | 95,936 CHF | 100.00% | 100.00% |
09/07/2024 | 0.63% | 3.20 CHF | 3.22 CHF | 29,900 | 29,900 | 29,658 | 29,658 | 94,717 CHF | 95,311 CHF | 99.51% | 99.51% |
08/07/2024 | 0.62% | 3.24 CHF | 3.26 CHF | 29,670 | 29,670 | 29,333 | 29,333 | 95,375 CHF | 95,962 CHF | 100.00% | 100.00% |
05/07/2024 | 0.62% | 3.23 CHF | 3.25 CHF | 29,790 | 29,790 | 29,435 | 29,435 | 95,420 CHF | 96,009 CHF | 97.45% | 97.45% |
04/07/2024 | 0.62% | 3.26 CHF | 3.28 CHF | 29,630 | 29,630 | 29,287 | 29,287 | 95,784 CHF | 96,371 CHF | 100.00% | 100.00% |
03/07/2024 | 0.63% | 3.25 CHF | 3.27 CHF | 29,670 | 29,670 | 29,580 | 29,580 | 95,073 CHF | 95,665 CHF | 98.99% | 98.99% |
02/07/2024 | 0.65% | 3.16 CHF | 3.18 CHF | 30,100 | 30,100 | 30,025 | 30,025 | 93,659 CHF | 94,260 CHF | 99.66% | 99.66% |