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 | 0.30% | 3.34 CHF | 3.35 CHF | 81,000 | 81,000 | 80,994 | 80,994 | 269,825 CHF | 270,635 CHF | 100.00% | 100.00% |
12/07/2024 | 0.30% | 3.36 CHF | 3.37 CHF | 81,000 | 81,000 | 80,533 | 80,533 | 271,080 CHF | 271,885 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 82,000 | 82,000 | 81,576 | 81,576 | 268,100 CHF | 268,916 CHF | 99.99% | 99.99% |
10/07/2024 | 0.30% | 3.31 CHF | 3.32 CHF | 81,000 | 81,000 | 81,104 | 81,104 | 268,693 CHF | 269,504 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 3.31 CHF | 3.32 CHF | 81,000 | 81,000 | 81,117 | 81,117 | 270,452 CHF | 271,264 CHF | 100.00% | 100.00% |
08/07/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 79,000 | 79,000 | 79,017 | 79,017 | 276,191 CHF | 276,981 CHF | 99.99% | 99.99% |
05/07/2024 | 0.28% | 3.50 CHF | 3.51 CHF | 79,000 | 79,000 | 78,221 | 78,221 | 277,148 CHF | 277,930 CHF | 99.81% | 99.81% |
04/07/2024 | 0.28% | 3.57 CHF | 3.58 CHF | 78,000 | 78,000 | 78,603 | 78,603 | 277,829 CHF | 278,615 CHF | 99.49% | 99.49% |
03/07/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 79,000 | 79,000 | 79,225 | 79,225 | 274,709 CHF | 275,502 CHF | 99.37% | 99.37% |
02/07/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 80,000 | 80,000 | 80,337 | 80,337 | 272,568 CHF | 273,372 CHF | 99.98% | 99.98% |