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% | 3.28 CHF | 3.29 CHF | 81,000 | 81,000 | 80,994 | 80,994 | 264,674 CHF | 265,484 CHF | 99.99% | 99.99% |
12/07/2024 | 0.30% | 3.30 CHF | 3.31 CHF | 81,000 | 81,000 | 80,532 | 80,532 | 265,893 CHF | 266,698 CHF | 100.00% | 100.00% |
11/07/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 82,000 | 82,000 | 81,576 | 81,576 | 262,981 CHF | 263,797 CHF | 100.00% | 100.00% |
10/07/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 81,000 | 81,000 | 81,104 | 81,104 | 263,464 CHF | 264,275 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 81,000 | 81,000 | 81,117 | 81,117 | 265,365 CHF | 266,177 CHF | 100.00% | 100.00% |
08/07/2024 | 0.29% | 3.41 CHF | 3.42 CHF | 79,000 | 79,000 | 79,017 | 79,017 | 271,196 CHF | 271,986 CHF | 100.00% | 100.00% |
05/07/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 79,000 | 79,000 | 78,221 | 78,221 | 272,135 CHF | 272,917 CHF | 99.81% | 99.81% |
04/07/2024 | 0.29% | 3.51 CHF | 3.52 CHF | 78,000 | 78,000 | 78,603 | 78,603 | 272,915 CHF | 273,701 CHF | 99.50% | 99.50% |
03/07/2024 | 0.29% | 3.41 CHF | 3.42 CHF | 79,000 | 79,000 | 79,225 | 79,225 | 269,689 CHF | 270,481 CHF | 99.36% | 99.36% |
02/07/2024 | 0.30% | 3.34 CHF | 3.35 CHF | 80,000 | 80,000 | 80,337 | 80,337 | 267,512 CHF | 268,315 CHF | 100.00% | 100.00% |