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 | 0.29% | 3.39 CHF | 3.40 CHF | 62,000 | 62,000 | 61,208 | 61,208 | 214,273 CHF | 214,885 CHF | 99.97% | 99.97% |
12/07/2024 | 0.30% | 3.50 CHF | 3.51 CHF | 61,000 | 61,000 | 62,334 | 62,334 | 206,302 CHF | 206,925 CHF | 100.00% | 100.00% |
11/07/2024 | 0.29% | 3.36 CHF | 3.37 CHF | 62,000 | 62,000 | 61,092 | 61,092 | 213,970 CHF | 214,581 CHF | 99.99% | 99.99% |
10/07/2024 | 0.30% | 3.42 CHF | 3.43 CHF | 62,000 | 62,000 | 62,625 | 62,625 | 206,774 CHF | 207,400 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 3.28 CHF | 3.29 CHF | 63,000 | 63,000 | 62,118 | 62,118 | 209,349 CHF | 209,970 CHF | 100.00% | 100.00% |
08/07/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 62,000 | 62,000 | 61,797 | 61,797 | 212,744 CHF | 213,362 CHF | 99.98% | 99.98% |
05/07/2024 | 0.29% | 3.36 CHF | 3.37 CHF | 62,000 | 62,000 | 62,000 | 62,000 | 210,441 CHF | 211,061 CHF | 99.80% | 99.80% |
04/07/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 63,000 | 63,000 | 62,284 | 62,284 | 207,078 CHF | 207,701 CHF | 99.49% | 99.49% |
03/07/2024 | 0.30% | 3.31 CHF | 3.32 CHF | 63,000 | 63,000 | 62,629 | 62,629 | 206,760 CHF | 207,386 CHF | 99.28% | 99.28% |
02/07/2024 | 0.33% | 3.09 CHF | 3.10 CHF | 64,000 | 64,000 | 64,786 | 64,786 | 194,140 CHF | 194,787 CHF | 100.00% | 100.00% |