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 | 0.34% | 2.99 CHF | 3.00 CHF | 66,000 | 66,000 | 65,382 | 65,382 | 195,506 CHF | 196,161 CHF | 100.00% | 100.00% |
12/07/2024 | 0.32% | 3.08 CHF | 3.09 CHF | 65,000 | 65,000 | 64,389 | 64,389 | 200,114 CHF | 200,759 CHF | 100.00% | 100.00% |
11/07/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 65,000 | 65,000 | 64,826 | 64,826 | 195,329 CHF | 195,978 CHF | 99.43% | 99.43% |
10/07/2024 | 0.34% | 3.02 CHF | 3.03 CHF | 65,000 | 65,000 | 65,352 | 65,352 | 192,425 CHF | 193,079 CHF | 100.00% | 100.00% |
09/07/2024 | 0.34% | 3.02 CHF | 3.03 CHF | 65,000 | 65,000 | 65,088 | 65,088 | 194,678 CHF | 195,330 CHF | 100.00% | 100.00% |
08/07/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 65,000 | 65,000 | 64,389 | 64,389 | 195,244 CHF | 195,889 CHF | 100.00% | 100.00% |
05/07/2024 | 0.32% | 3.21 CHF | 3.22 CHF | 64,000 | 64,000 | 63,399 | 63,399 | 201,271 CHF | 201,906 CHF | 99.88% | 99.88% |
04/07/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 64,000 | 64,000 | 63,455 | 63,455 | 198,697 CHF | 199,332 CHF | 100.00% | 100.00% |
03/07/2024 | 0.33% | 3.09 CHF | 3.10 CHF | 65,000 | 65,000 | 63,810 | 63,810 | 197,689 CHF | 198,328 CHF | 100.00% | 100.00% |
02/07/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 64,000 | 64,000 | 62,782 | 62,782 | 199,947 CHF | 200,576 CHF | 99.94% | 99.94% |