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 | 0.33% | 3.01 CHF | 3.02 CHF | 29,190 | 29,190 | 28,773 | 28,773 | 87,236 CHF | 87,524 CHF | 100.00% | 100.00% |
12/07/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 29,120 | 29,120 | 28,848 | 28,848 | 86,983 CHF | 87,271 CHF | 100.00% | 100.00% |
11/07/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 29,210 | 29,210 | 29,052 | 29,052 | 86,470 CHF | 86,760 CHF | 99.85% | 99.85% |
10/07/2024 | 0.35% | 2.93 CHF | 2.94 CHF | 29,570 | 29,570 | 29,409 | 29,409 | 85,057 CHF | 85,351 CHF | 100.00% | 100.00% |
09/07/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 29,910 | 29,910 | 29,657 | 29,657 | 84,365 CHF | 84,662 CHF | 99.50% | 99.50% |
08/07/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 29,670 | 29,670 | 29,331 | 29,331 | 85,124 CHF | 85,418 CHF | 100.00% | 100.00% |
05/07/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 29,790 | 29,790 | 29,442 | 29,442 | 85,156 CHF | 85,451 CHF | 99.78% | 99.78% |
04/07/2024 | 0.35% | 2.91 CHF | 2.92 CHF | 29,630 | 29,630 | 29,291 | 29,291 | 85,579 CHF | 85,872 CHF | 100.00% | 100.00% |
03/07/2024 | 0.35% | 2.91 CHF | 2.92 CHF | 29,670 | 29,670 | 29,580 | 29,580 | 84,749 CHF | 85,045 CHF | 100.00% | 100.00% |
02/07/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 30,100 | 30,100 | 30,030 | 30,030 | 83,206 CHF | 83,506 CHF | 99.95% | 99.95% |