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% | 3.40 CHF | 3.41 CHF | 66,000 | 66,000 | 65,382 | 65,382 | 222,276 CHF | 222,931 CHF | 100.00% | 100.00% |
12/07/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 65,000 | 65,000 | 64,389 | 64,389 | 226,497 CHF | 227,141 CHF | 100.00% | 100.00% |
11/07/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 65,000 | 65,000 | 64,829 | 64,829 | 221,935 CHF | 222,584 CHF | 99.61% | 99.61% |
10/07/2024 | 0.30% | 3.43 CHF | 3.44 CHF | 65,000 | 65,000 | 65,351 | 65,351 | 219,278 CHF | 219,933 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 3.43 CHF | 3.44 CHF | 65,000 | 65,000 | 65,089 | 65,089 | 221,438 CHF | 222,089 CHF | 100.00% | 100.00% |
08/07/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 65,000 | 65,000 | 64,389 | 64,389 | 221,643 CHF | 222,288 CHF | 100.00% | 100.00% |
05/07/2024 | 0.28% | 3.62 CHF | 3.63 CHF | 64,000 | 64,000 | 63,400 | 63,400 | 227,315 CHF | 227,950 CHF | 100.00% | 100.00% |
04/07/2024 | 0.28% | 3.59 CHF | 3.60 CHF | 64,000 | 64,000 | 63,424 | 63,424 | 224,711 CHF | 225,346 CHF | 100.00% | 100.00% |
03/07/2024 | 0.29% | 3.50 CHF | 3.51 CHF | 65,000 | 65,000 | 63,768 | 63,768 | 223,879 CHF | 224,517 CHF | 99.82% | 99.82% |
02/07/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 64,000 | 64,000 | 62,799 | 62,799 | 225,951 CHF | 226,580 CHF | 100.00% | 100.00% |