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 | 0.54% | 3.78 CHF | 3.80 CHF | 17,000 | 17,000 | 16,841 | 16,841 | 63,154 CHF | 63,491 CHF | 100.00% | 100.00% |
12/07/2024 | 0.52% | 3.73 CHF | 3.75 CHF | 17,000 | 17,000 | 16,841 | 16,841 | 64,784 CHF | 65,121 CHF | 100.00% | 100.00% |
11/07/2024 | 0.53% | 3.83 CHF | 3.85 CHF | 17,000 | 17,000 | 16,840 | 16,840 | 64,624 CHF | 64,961 CHF | 99.93% | 99.93% |
10/07/2024 | 0.55% | 3.85 CHF | 3.87 CHF | 17,000 | 17,000 | 16,841 | 16,841 | 61,886 CHF | 62,223 CHF | 99.95% | 99.95% |
09/07/2024 | 0.56% | 3.54 CHF | 3.56 CHF | 17,000 | 17,000 | 16,840 | 16,840 | 60,084 CHF | 60,422 CHF | 100.00% | 100.00% |
08/07/2024 | 0.56% | 3.59 CHF | 3.61 CHF | 17,000 | 17,000 | 16,841 | 16,841 | 60,930 CHF | 61,268 CHF | 100.00% | 100.00% |
05/07/2024 | 0.57% | 3.55 CHF | 3.57 CHF | 17,000 | 17,000 | 16,840 | 16,840 | 59,919 CHF | 60,256 CHF | 99.50% | 99.50% |
04/07/2024 | 0.58% | 3.43 CHF | 3.45 CHF | 16,000 | 16,000 | 16,411 | 16,411 | 57,050 CHF | 57,378 CHF | 100.00% | 100.00% |
03/07/2024 | 0.58% | 3.49 CHF | 3.51 CHF | 17,000 | 17,000 | 16,362 | 16,362 | 56,763 CHF | 57,091 CHF | 98.79% | 98.79% |
02/07/2024 | 0.58% | 3.55 CHF | 3.57 CHF | 17,000 | 17,000 | 16,142 | 16,142 | 56,240 CHF | 56,563 CHF | 99.30% | 99.30% |