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 | 0.33% | 3.03 CHF | 3.04 CHF | 81,000 | 81,000 | 80,994 | 80,994 | 244,580 CHF | 245,390 CHF | 100.00% | 100.00% |
12/07/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 81,000 | 81,000 | 80,532 | 80,532 | 245,943 CHF | 246,748 CHF | 100.00% | 100.00% |
11/07/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 82,000 | 82,000 | 81,613 | 81,613 | 242,831 CHF | 243,647 CHF | 100.00% | 100.00% |
10/07/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 81,000 | 81,000 | 81,104 | 81,104 | 243,489 CHF | 244,300 CHF | 100.00% | 100.00% |
09/07/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 81,000 | 81,000 | 81,116 | 81,116 | 245,255 CHF | 246,066 CHF | 100.00% | 100.00% |
08/07/2024 | 0.31% | 3.16 CHF | 3.17 CHF | 79,000 | 79,000 | 79,016 | 79,016 | 251,623 CHF | 252,413 CHF | 99.99% | 99.99% |
05/07/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 79,000 | 79,000 | 78,221 | 78,221 | 252,785 CHF | 253,567 CHF | 99.81% | 99.81% |
04/07/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 78,000 | 78,000 | 78,603 | 78,603 | 253,432 CHF | 254,218 CHF | 99.49% | 99.49% |
03/07/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 79,000 | 79,000 | 79,225 | 79,225 | 250,054 CHF | 250,846 CHF | 99.35% | 99.35% |
02/07/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 80,000 | 80,000 | 80,337 | 80,337 | 247,728 CHF | 248,531 CHF | 100.00% | 100.00% |