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 | 0.29% | 3.45 CHF | 3.46 CHF | 50,500 | 50,500 | 49,694 | 49,694 | 174,347 CHF | 174,844 CHF | 100.00% | 100.00% |
12/07/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 50,500 | 50,500 | 49,895 | 49,895 | 173,679 CHF | 174,178 CHF | 100.00% | 100.00% |
11/07/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 50,000 | 50,000 | 49,581 | 49,581 | 174,259 CHF | 174,756 CHF | 99.95% | 99.95% |
10/07/2024 | 0.30% | 3.44 CHF | 3.45 CHF | 50,500 | 50,500 | 50,026 | 50,026 | 170,398 CHF | 170,898 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 3.36 CHF | 3.37 CHF | 51,000 | 51,000 | 50,078 | 50,078 | 169,492 CHF | 169,993 CHF | 99.42% | 99.42% |
08/07/2024 | 0.30% | 3.35 CHF | 3.36 CHF | 51,000 | 51,000 | 50,480 | 50,480 | 168,527 CHF | 169,033 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 3.27 CHF | 3.28 CHF | 51,500 | 51,500 | 50,727 | 50,727 | 167,066 CHF | 167,574 CHF | 99.81% | 99.81% |
04/07/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 51,000 | 51,000 | 50,417 | 50,417 | 169,589 CHF | 170,094 CHF | 100.00% | 100.00% |
03/07/2024 | 0.31% | 3.31 CHF | 3.32 CHF | 51,000 | 51,000 | 50,655 | 50,655 | 167,277 CHF | 167,784 CHF | 100.00% | 100.00% |
02/07/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 50,500 | 50,500 | 50,170 | 50,170 | 169,699 CHF | 170,201 CHF | 99.94% | 99.94% |