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 | 0.28% | 3.55 CHF | 3.56 CHF | 34,000 | 34,000 | 33,845 | 33,845 | 122,464 CHF | 122,803 CHF | 99.99% | 99.99% |
12/07/2024 | 0.26% | 3.93 CHF | 3.94 CHF | 34,700 | 34,700 | 34,553 | 34,553 | 132,120 CHF | 132,465 CHF | 99.99% | 99.99% |
11/07/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 36,400 | 36,400 | 36,804 | 36,804 | 133,790 CHF | 134,158 CHF | 100.00% | 100.00% |
10/07/2024 | 0.30% | 3.54 CHF | 3.55 CHF | 39,300 | 39,300 | 39,921 | 39,921 | 132,805 CHF | 133,204 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 41,400 | 41,400 | 41,008 | 41,008 | 132,616 CHF | 133,026 CHF | 100.00% | 100.00% |
08/07/2024 | 0.31% | 3.16 CHF | 3.17 CHF | 40,600 | 40,600 | 40,416 | 40,416 | 130,322 CHF | 130,727 CHF | 99.99% | 99.99% |
05/07/2024 | 0.30% | 3.22 CHF | 3.23 CHF | 39,900 | 39,900 | 39,161 | 39,161 | 131,218 CHF | 131,609 CHF | 99.80% | 99.80% |
04/07/2024 | 0.30% | 3.34 CHF | 3.35 CHF | 38,800 | 38,800 | 38,768 | 38,768 | 128,350 CHF | 128,737 CHF | 99.49% | 99.49% |
03/07/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 39,400 | 39,400 | 39,237 | 39,237 | 133,783 CHF | 134,176 CHF | 99.37% | 99.37% |
02/07/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 38,500 | 38,500 | 38,329 | 38,329 | 123,071 CHF | 123,455 CHF | 99.99% | 99.99% |