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 | 0.28% | 3.54 CHF | 3.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 88,512 CHF | 88,762 CHF | 100.00% | 100.00% |
12/07/2024 | 0.28% | 3.53 CHF | 3.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 89,283 CHF | 89,533 CHF | 99.77% | 99.77% |
11/07/2024 | 0.27% | 3.56 CHF | 3.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 90,887 CHF | 91,137 CHF | 100.00% | 100.00% |
10/07/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 91,817 CHF | 92,067 CHF | 94.71% | 94.71% |
09/07/2024 | 0.27% | 3.67 CHF | 3.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 91,430 CHF | 91,680 CHF | 99.67% | 99.67% |
08/07/2024 | 0.27% | 3.64 CHF | 3.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 91,055 CHF | 91,305 CHF | 100.00% | 100.00% |
05/07/2024 | 0.27% | 3.65 CHF | 3.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 91,240 CHF | 91,490 CHF | 100.00% | 100.00% |
04/07/2024 | 0.27% | 3.66 CHF | 3.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 91,720 CHF | 91,970 CHF | 100.00% | 100.00% |
03/07/2024 | 0.27% | 3.67 CHF | 3.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 92,371 CHF | 92,621 CHF | 99.33% | 99.33% |
02/07/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 92,432 CHF | 92,682 CHF | 99.62% | 99.62% |