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% | 3.81 CHF | 3.82 CHF | 65,100 | 65,100 | 37,341 | 37,341 | 145,638 CHF | 146,012 CHF | 99.99% | 99.99% |
12/07/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 68,700 | 68,700 | 37,756 | 37,756 | 146,698 CHF | 147,076 CHF | 99.99% | 99.99% |
11/07/2024 | 0.28% | 3.87 CHF | 3.88 CHF | 77,500 | 77,500 | 41,377 | 41,377 | 150,186 CHF | 150,601 CHF | 99.98% | 99.98% |
10/07/2024 | 0.28% | 3.74 CHF | 3.75 CHF | 69,100 | 69,100 | 38,144 | 38,144 | 140,686 CHF | 141,068 CHF | 99.99% | 99.99% |
09/07/2024 | 0.29% | 3.64 CHF | 3.65 CHF | 74,200 | 74,200 | 40,928 | 40,928 | 145,321 CHF | 145,731 CHF | 100.00% | 100.00% |
08/07/2024 | 0.29% | 3.56 CHF | 3.57 CHF | 75,400 | 75,400 | 41,590 | 41,590 | 145,658 CHF | 146,075 CHF | 100.00% | 100.00% |
05/07/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 70,000 | 70,000 | 38,636 | 38,636 | 141,220 CHF | 141,607 CHF | 99.78% | 99.78% |
04/07/2024 | 0.27% | 3.75 CHF | 3.76 CHF | 35,000 | 35,000 | 31,279 | 31,279 | 116,087 CHF | 116,400 CHF | 100.00% | 100.00% |
03/07/2024 | 0.27% | 3.75 CHF | 3.76 CHF | 68,900 | 68,900 | 38,369 | 38,369 | 145,342 CHF | 145,726 CHF | 96.78% | 96.78% |
02/07/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 67,000 | 67,000 | 36,942 | 36,942 | 144,230 CHF | 144,600 CHF | 99.98% | 99.98% |