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 | 0.62% | 3.19 CHF | 3.21 CHF | 120,000 | 120,000 | 117,295 | 117,295 | 378,062 CHF | 380,408 CHF | 100.00% | 100.00% |
12/07/2024 | 0.62% | 3.25 CHF | 3.27 CHF | 116,000 | 116,000 | 117,079 | 117,079 | 377,504 CHF | 379,846 CHF | 100.00% | 100.00% |
11/07/2024 | 0.61% | 3.28 CHF | 3.30 CHF | 116,000 | 116,000 | 115,898 | 115,898 | 379,654 CHF | 381,974 CHF | 100.00% | 100.00% |
10/07/2024 | 0.61% | 3.25 CHF | 3.27 CHF | 116,000 | 116,000 | 116,000 | 116,000 | 376,804 CHF | 379,124 CHF | 100.00% | 100.00% |
09/07/2024 | 0.61% | 3.26 CHF | 3.28 CHF | 116,000 | 116,000 | 116,000 | 116,000 | 378,929 CHF | 381,249 CHF | 100.00% | 100.00% |
08/07/2024 | 0.60% | 3.29 CHF | 3.31 CHF | 116,000 | 116,000 | 115,941 | 115,941 | 385,047 CHF | 387,365 CHF | 100.00% | 100.00% |
05/07/2024 | 0.60% | 3.33 CHF | 3.35 CHF | 116,000 | 116,000 | 114,044 | 114,044 | 381,523 CHF | 383,804 CHF | 99.99% | 99.99% |
04/07/2024 | 0.61% | 3.27 CHF | 3.29 CHF | 116,000 | 116,000 | 116,000 | 116,000 | 379,251 CHF | 381,571 CHF | 100.00% | 100.00% |
03/07/2024 | 0.60% | 3.31 CHF | 3.33 CHF | 116,000 | 116,000 | 116,000 | 116,000 | 383,843 CHF | 386,163 CHF | 100.00% | 100.00% |
02/07/2024 | 0.62% | 3.26 CHF | 3.28 CHF | 116,000 | 116,000 | 116,056 | 116,056 | 375,683 CHF | 378,004 CHF | 100.00% | 100.00% |