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 | 0.95% | 3.05 CHF | 3.08 CHF | 19,500 | 19,500 | 19,078 | 19,078 | 60,847 CHF | 61,420 CHF | 100.00% | 100.00% |
12/07/2024 | 0.63% | 3.26 CHF | 3.28 CHF | 19,770 | 19,770 | 19,680 | 19,680 | 62,874 CHF | 63,268 CHF | 99.99% | 99.99% |
11/07/2024 | 0.65% | 3.13 CHF | 3.15 CHF | 20,140 | 20,140 | 20,033 | 20,033 | 62,049 CHF | 62,450 CHF | 99.94% | 99.94% |
10/07/2024 | 0.66% | 3.07 CHF | 3.09 CHF | 20,750 | 20,750 | 20,584 | 20,584 | 62,341 CHF | 62,753 CHF | 100.00% | 100.00% |
09/07/2024 | 0.66% | 3.02 CHF | 3.04 CHF | 20,580 | 20,580 | 20,313 | 20,313 | 62,394 CHF | 62,801 CHF | 99.60% | 99.60% |
08/07/2024 | 0.66% | 3.02 CHF | 3.04 CHF | 20,760 | 20,760 | 20,527 | 20,527 | 62,340 CHF | 62,751 CHF | 100.00% | 100.00% |
05/07/2024 | 0.66% | 2.98 CHF | 3.00 CHF | 20,570 | 20,570 | 20,295 | 20,295 | 61,611 CHF | 62,018 CHF | 100.00% | 100.00% |
04/07/2024 | 0.66% | 3.04 CHF | 3.06 CHF | 20,730 | 20,730 | 20,533 | 20,533 | 62,418 CHF | 62,829 CHF | 100.00% | 100.00% |
03/07/2024 | 0.67% | 3.03 CHF | 3.05 CHF | 20,780 | 20,780 | 20,642 | 20,642 | 61,747 CHF | 62,160 CHF | 100.00% | 100.00% |
02/07/2024 | 0.69% | 2.99 CHF | 3.01 CHF | 21,220 | 21,220 | 21,157 | 21,157 | 61,476 CHF | 61,899 CHF | 99.71% | 99.71% |