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 | 0.51% | 3.79 CHF | 3.81 CHF | 14,400 | 14,400 | 14,687 | 14,687 | 57,911 CHF | 58,205 CHF | 100.00% | 100.00% |
12/07/2024 | 0.51% | 3.57 CHF | 3.59 CHF | 13,800 | 13,800 | 13,951 | 13,951 | 54,209 CHF | 54,488 CHF | 100.00% | 100.00% |
11/07/2024 | 0.27% | 3.74 CHF | 3.75 CHF | 15,400 | 15,400 | 15,402 | 15,402 | 56,876 CHF | 57,030 CHF | 99.05% | 99.05% |
10/07/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 15,900 | 15,900 | 15,651 | 15,651 | 53,259 CHF | 53,416 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 3.39 CHF | 3.40 CHF | 17,100 | 17,100 | 16,747 | 16,747 | 55,259 CHF | 55,427 CHF | 99.74% | 99.74% |
08/07/2024 | 0.32% | 3.19 CHF | 3.20 CHF | 16,200 | 16,200 | 16,125 | 16,125 | 50,014 CHF | 50,175 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 15,700 | 15,700 | 15,636 | 15,636 | 50,181 CHF | 50,337 CHF | 99.79% | 99.79% |
04/07/2024 | 0.57% | 3.30 CHF | 3.32 CHF | 14,900 | 14,900 | 15,084 | 15,084 | 51,305 CHF | 51,599 CHF | 100.00% | 100.00% |
03/07/2024 | 0.56% | 3.36 CHF | 3.38 CHF | 12,700 | 12,700 | 12,928 | 12,928 | 46,176 CHF | 46,435 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 3.99 CHF | 4.01 CHF | 13,500 | 13,500 | 13,444 | 13,444 | 53,793 CHF | 54,062 CHF | 99.99% | 99.99% |