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% | 3.40 CHF | 3.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 679,924 CHF | 681,924 CHF | 99.81% | 99.81% |
12/07/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 684,993 CHF | 686,993 CHF | 99.77% | 99.77% |
11/07/2024 | 0.29% | 3.43 CHF | 3.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 696,011 CHF | 698,011 CHF | 100.00% | 100.00% |
10/07/2024 | 0.28% | 3.50 CHF | 3.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 700,840 CHF | 702,840 CHF | 94.51% | 94.51% |
09/07/2024 | 0.29% | 3.50 CHF | 3.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 697,820 CHF | 699,820 CHF | 99.48% | 99.48% |
08/07/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 699,098 CHF | 701,098 CHF | 99.81% | 99.81% |
05/07/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 696,486 CHF | 698,486 CHF | 99.81% | 99.81% |
04/07/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 695,952 CHF | 697,952 CHF | 99.81% | 99.81% |
03/07/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 697,244 CHF | 699,244 CHF | 99.14% | 99.14% |
02/07/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 694,683 CHF | 696,683 CHF | 99.43% | 99.43% |