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% | 3.33 CHF | 3.34 CHF | 66,000 | 66,000 | 65,382 | 65,382 | 217,779 CHF | 218,433 CHF | 100.00% | 100.00% |
12/07/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 65,000 | 65,000 | 64,391 | 64,391 | 222,062 CHF | 222,707 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 65,000 | 65,000 | 64,834 | 64,834 | 217,482 CHF | 218,131 CHF | 99.28% | 99.28% |
10/07/2024 | 0.31% | 3.36 CHF | 3.37 CHF | 65,000 | 65,000 | 65,345 | 65,345 | 214,739 CHF | 215,393 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 3.36 CHF | 3.37 CHF | 65,000 | 65,000 | 65,093 | 65,093 | 216,938 CHF | 217,589 CHF | 100.00% | 100.00% |
08/07/2024 | 0.30% | 3.40 CHF | 3.41 CHF | 65,000 | 65,000 | 64,389 | 64,389 | 217,201 CHF | 217,846 CHF | 100.00% | 100.00% |
05/07/2024 | 0.29% | 3.55 CHF | 3.56 CHF | 64,000 | 64,000 | 63,400 | 63,400 | 222,934 CHF | 223,569 CHF | 100.00% | 100.00% |
04/07/2024 | 0.29% | 3.52 CHF | 3.53 CHF | 64,000 | 64,000 | 63,423 | 63,423 | 220,300 CHF | 220,935 CHF | 100.00% | 100.00% |
03/07/2024 | 0.29% | 3.43 CHF | 3.44 CHF | 65,000 | 65,000 | 63,744 | 63,744 | 219,378 CHF | 220,016 CHF | 99.82% | 99.82% |
02/07/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 64,000 | 64,000 | 62,797 | 62,797 | 221,568 CHF | 222,196 CHF | 99.90% | 99.90% |