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% | 3.11 CHF | 3.12 CHF | 41,200 | 41,200 | 41,173 | 41,173 | 127,347 CHF | 127,759 CHF | 100.00% | 100.00% |
12/07/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 42,800 | 42,800 | 43,026 | 43,026 | 132,951 CHF | 133,381 CHF | 100.00% | 100.00% |
11/07/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 44,800 | 44,800 | 44,616 | 44,616 | 133,068 CHF | 133,515 CHF | 100.00% | 100.00% |
10/07/2024 | 0.35% | 2.94 CHF | 2.95 CHF | 44,300 | 44,300 | 44,619 | 44,619 | 126,391 CHF | 126,837 CHF | 100.00% | 100.00% |
09/07/2024 | 0.34% | 2.90 CHF | 2.91 CHF | 44,100 | 44,100 | 43,984 | 43,984 | 128,118 CHF | 128,558 CHF | 100.00% | 100.00% |
08/07/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 43,900 | 43,900 | 43,719 | 43,719 | 129,599 CHF | 130,036 CHF | 100.00% | 100.00% |
05/07/2024 | 0.33% | 2.96 CHF | 2.97 CHF | 43,000 | 43,000 | 42,742 | 42,742 | 130,911 CHF | 131,339 CHF | 99.81% | 99.81% |
04/07/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 44,300 | 44,300 | 44,087 | 44,087 | 133,962 CHF | 134,403 CHF | 99.49% | 99.49% |
03/07/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 45,200 | 45,200 | 45,012 | 45,012 | 133,312 CHF | 133,762 CHF | 99.36% | 99.36% |
02/07/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 45,800 | 45,800 | 45,611 | 45,611 | 126,533 CHF | 126,989 CHF | 99.99% | 99.99% |