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% | 3.57 CHF | 3.58 CHF | 29,190 | 29,190 | 28,775 | 28,775 | 103,182 CHF | 103,470 CHF | 100.00% | 100.00% |
12/07/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 29,100 | 29,100 | 28,852 | 28,852 | 102,976 CHF | 103,265 CHF | 100.00% | 100.00% |
11/07/2024 | 0.29% | 3.54 CHF | 3.55 CHF | 29,180 | 29,180 | 29,017 | 29,017 | 102,428 CHF | 102,719 CHF | 99.93% | 99.93% |
10/07/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 29,580 | 29,580 | 29,410 | 29,410 | 101,347 CHF | 101,642 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 3.40 CHF | 3.41 CHF | 29,930 | 29,930 | 29,659 | 29,659 | 100,780 CHF | 101,077 CHF | 99.41% | 99.41% |
08/07/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 29,670 | 29,670 | 29,332 | 29,332 | 101,370 CHF | 101,664 CHF | 100.00% | 100.00% |
05/07/2024 | 0.29% | 3.43 CHF | 3.44 CHF | 29,770 | 29,770 | 29,440 | 29,440 | 101,427 CHF | 101,721 CHF | 99.60% | 99.60% |
04/07/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 29,620 | 29,620 | 29,285 | 29,285 | 101,751 CHF | 102,044 CHF | 100.00% | 100.00% |
03/07/2024 | 0.30% | 3.46 CHF | 3.47 CHF | 29,690 | 29,690 | 29,581 | 29,581 | 101,118 CHF | 101,414 CHF | 100.00% | 100.00% |
02/07/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 30,100 | 30,100 | 30,027 | 30,027 | 99,796 CHF | 100,096 CHF | 99.89% | 99.89% |