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 | 0.31% | 3.25 CHF | 3.26 CHF | 29,190 | 29,190 | 28,771 | 28,771 | 94,017 CHF | 94,305 CHF | 99.71% | 99.71% |
12/07/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 29,120 | 29,120 | 28,846 | 28,846 | 93,790 CHF | 94,078 CHF | 97.80% | 97.80% |
11/07/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 29,190 | 29,190 | 29,019 | 29,019 | 93,204 CHF | 93,494 CHF | 100.00% | 100.00% |
10/07/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 29,590 | 29,590 | 29,413 | 29,413 | 92,011 CHF | 92,306 CHF | 100.00% | 100.00% |
09/07/2024 | 0.33% | 3.08 CHF | 3.09 CHF | 29,950 | 29,950 | 29,659 | 29,659 | 91,359 CHF | 91,656 CHF | 99.51% | 99.51% |
08/07/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 29,670 | 29,670 | 29,334 | 29,334 | 92,045 CHF | 92,339 CHF | 100.00% | 100.00% |
05/07/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 29,770 | 29,770 | 29,442 | 29,442 | 92,065 CHF | 92,360 CHF | 99.95% | 99.95% |
04/07/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 29,630 | 29,630 | 29,283 | 29,283 | 92,434 CHF | 92,727 CHF | 100.00% | 100.00% |
03/07/2024 | 0.33% | 3.14 CHF | 3.15 CHF | 29,700 | 29,700 | 29,581 | 29,581 | 91,721 CHF | 92,018 CHF | 100.00% | 100.00% |
02/07/2024 | 0.34% | 3.05 CHF | 3.06 CHF | 30,100 | 30,100 | 30,025 | 30,025 | 90,242 CHF | 90,543 CHF | 99.91% | 99.91% |