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 | 0.26% | 3.76 CHF | 3.77 CHF | 62,000 | 62,000 | 61,208 | 61,208 | 237,098 CHF | 237,710 CHF | 99.95% | 99.95% |
12/07/2024 | 0.27% | 3.87 CHF | 3.88 CHF | 61,000 | 61,000 | 62,334 | 62,334 | 229,540 CHF | 230,163 CHF | 100.00% | 100.00% |
11/07/2024 | 0.26% | 3.73 CHF | 3.74 CHF | 62,000 | 62,000 | 61,092 | 61,092 | 236,700 CHF | 237,312 CHF | 99.98% | 99.98% |
10/07/2024 | 0.27% | 3.80 CHF | 3.81 CHF | 62,000 | 62,000 | 62,625 | 62,625 | 230,026 CHF | 230,652 CHF | 100.00% | 100.00% |
09/07/2024 | 0.27% | 3.65 CHF | 3.66 CHF | 63,000 | 63,000 | 62,118 | 62,118 | 232,396 CHF | 233,017 CHF | 100.00% | 100.00% |
08/07/2024 | 0.26% | 3.77 CHF | 3.78 CHF | 62,000 | 62,000 | 61,798 | 61,798 | 235,661 CHF | 236,279 CHF | 99.99% | 99.99% |
05/07/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 62,000 | 62,000 | 62,000 | 62,000 | 233,452 CHF | 234,072 CHF | 99.82% | 99.82% |
04/07/2024 | 0.27% | 3.67 CHF | 3.68 CHF | 63,000 | 63,000 | 62,284 | 62,284 | 230,209 CHF | 230,832 CHF | 99.50% | 99.50% |
03/07/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 63,000 | 63,000 | 62,630 | 62,630 | 229,993 CHF | 230,620 CHF | 99.32% | 99.32% |
02/07/2024 | 0.30% | 3.46 CHF | 3.47 CHF | 64,000 | 64,000 | 64,786 | 64,786 | 218,099 CHF | 218,747 CHF | 100.00% | 100.00% |