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 | 0.32% | 3.19 CHF | 3.20 CHF | 66,000 | 66,000 | 65,382 | 65,382 | 208,900 CHF | 209,555 CHF | 99.98% | 99.98% |
12/07/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 65,000 | 65,000 | 64,391 | 64,391 | 213,312 CHF | 213,957 CHF | 100.00% | 100.00% |
11/07/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 65,000 | 65,000 | 64,843 | 64,843 | 208,686 CHF | 209,335 CHF | 99.83% | 99.83% |
10/07/2024 | 0.32% | 3.23 CHF | 3.24 CHF | 65,000 | 65,000 | 65,352 | 65,352 | 205,850 CHF | 206,505 CHF | 99.97% | 99.97% |
09/07/2024 | 0.32% | 3.22 CHF | 3.23 CHF | 65,000 | 65,000 | 65,133 | 65,133 | 208,188 CHF | 208,840 CHF | 99.93% | 99.93% |
08/07/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 65,000 | 65,000 | 64,389 | 64,389 | 208,429 CHF | 209,074 CHF | 99.91% | 99.91% |
05/07/2024 | 0.30% | 3.41 CHF | 3.42 CHF | 64,000 | 64,000 | 63,400 | 63,400 | 214,284 CHF | 214,919 CHF | 99.99% | 99.99% |
04/07/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 64,000 | 64,000 | 63,444 | 63,444 | 211,686 CHF | 212,321 CHF | 100.00% | 100.00% |
03/07/2024 | 0.31% | 3.29 CHF | 3.30 CHF | 65,000 | 65,000 | 63,765 | 63,765 | 210,713 CHF | 211,351 CHF | 100.00% | 100.00% |
02/07/2024 | 0.30% | 3.34 CHF | 3.35 CHF | 64,000 | 64,000 | 62,804 | 62,804 | 212,980 CHF | 213,609 CHF | 99.91% | 99.91% |