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% | 3.09 CHF | 3.10 CHF | 81,000 | 81,000 | 80,995 | 80,995 | 249,698 CHF | 250,508 CHF | 100.00% | 100.00% |
12/07/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 81,000 | 81,000 | 80,532 | 80,532 | 251,083 CHF | 251,889 CHF | 100.00% | 100.00% |
11/07/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 82,000 | 82,000 | 81,611 | 81,611 | 247,929 CHF | 248,745 CHF | 100.00% | 100.00% |
10/07/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 81,000 | 81,000 | 81,104 | 81,104 | 248,582 CHF | 249,393 CHF | 100.00% | 100.00% |
09/07/2024 | 0.32% | 3.07 CHF | 3.08 CHF | 81,000 | 81,000 | 81,116 | 81,116 | 250,382 CHF | 251,193 CHF | 100.00% | 100.00% |
08/07/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 79,000 | 79,000 | 79,017 | 79,017 | 256,633 CHF | 257,423 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 3.25 CHF | 3.26 CHF | 79,000 | 79,000 | 78,221 | 78,221 | 257,759 CHF | 258,542 CHF | 99.80% | 99.80% |
04/07/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 78,000 | 78,000 | 78,602 | 78,602 | 258,432 CHF | 259,218 CHF | 99.49% | 99.49% |
03/07/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 79,000 | 79,000 | 79,225 | 79,225 | 255,059 CHF | 255,852 CHF | 99.37% | 99.37% |
02/07/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 80,000 | 80,000 | 80,337 | 80,337 | 252,781 CHF | 253,585 CHF | 100.00% | 100.00% |