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% | 3.01 CHF | 3.02 CHF | 214,000 | 214,000 | 107,676 | 107,676 | 333,647 CHF | 334,729 CHF | 98.75% | 98.75% |
12/07/2024 | 0.28% | 3.40 CHF | 3.41 CHF | 224,000 | 224,000 | 115,975 | 115,975 | 420,877 CHF | 422,040 CHF | 99.75% | 99.75% |
11/07/2024 | 0.34% | 3.02 CHF | 3.03 CHF | 214,000 | 214,000 | 104,745 | 104,745 | 313,331 CHF | 314,387 CHF | 99.98% | 99.98% |
10/07/2024 | 0.34% | 3.06 CHF | 3.07 CHF | 214,000 | 214,000 | 105,330 | 105,330 | 320,915 CHF | 321,971 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 3.15 CHF | 3.16 CHF | 217,000 | 217,000 | 109,697 | 109,697 | 360,238 CHF | 361,337 CHF | 99.14% | 99.14% |
08/07/2024 | 0.30% | 3.22 CHF | 3.23 CHF | 217,000 | 217,000 | 111,258 | 111,258 | 376,695 CHF | 377,811 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 3.39 CHF | 3.40 CHF | 224,000 | 224,000 | 111,402 | 111,402 | 378,803 CHF | 379,919 CHF | 99.27% | 99.27% |
04/07/2024 | 0.28% | 3.48 CHF | 3.49 CHF | 114,000 | 114,000 | 89,422 | 89,422 | 315,591 CHF | 316,485 CHF | 95.28% | 95.28% |
03/07/2024 | 0.27% | 3.56 CHF | 3.57 CHF | 227,000 | 227,000 | 113,178 | 113,178 | 418,424 CHF | 419,558 CHF | 96.25% | 96.25% |
02/07/2024 | 0.23% | 3.98 CHF | 3.99 CHF | 244,000 | 244,000 | 121,738 | 121,738 | 524,797 CHF | 526,021 CHF | 99.16% | 99.16% |