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% | 3.59 CHF | 3.60 CHF | 35,000 | 35,000 | 34,131 | 34,131 | 123,766 CHF | 124,108 CHF | 100.00% | 100.00% |
12/07/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 35,000 | 35,000 | 34,671 | 34,671 | 123,110 CHF | 123,457 CHF | 100.00% | 100.00% |
11/07/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 35,000 | 35,000 | 34,345 | 34,345 | 123,615 CHF | 123,959 CHF | 99.82% | 99.82% |
10/07/2024 | 0.29% | 3.55 CHF | 3.56 CHF | 35,000 | 35,000 | 34,668 | 34,668 | 121,507 CHF | 121,854 CHF | 99.31% | 100.00% |
09/07/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 35,000 | 35,000 | 34,346 | 34,346 | 122,473 CHF | 122,817 CHF | 99.95% | 99.95% |
08/07/2024 | 0.29% | 3.52 CHF | 3.53 CHF | 35,000 | 35,000 | 34,670 | 34,670 | 118,669 CHF | 119,017 CHF | 99.99% | 99.99% |
05/07/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 36,000 | 36,000 | 35,399 | 35,399 | 115,830 CHF | 116,185 CHF | 100.00% | 100.00% |
04/07/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 36,000 | 36,000 | 35,644 | 35,644 | 116,077 CHF | 116,434 CHF | 100.00% | 100.00% |
03/07/2024 | 0.32% | 3.18 CHF | 3.19 CHF | 36,000 | 36,000 | 35,660 | 35,660 | 113,565 CHF | 113,922 CHF | 99.06% | 99.06% |
02/07/2024 | 0.31% | 3.30 CHF | 3.31 CHF | 35,000 | 35,000 | 35,317 | 35,317 | 114,301 CHF | 114,655 CHF | 99.47% | 99.47% |