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 | 0.31% | 3.26 CHF | 3.27 CHF | 215,000 | 215,000 | 214,114 | 214,114 | 697,729 CHF | 699,870 CHF | 99.99% | 99.99% |
12/07/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 700,099 CHF | 702,240 CHF | 99.95% | 99.95% |
11/07/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 215,000 | 215,000 | 213,922 | 213,922 | 694,429 CHF | 696,571 CHF | 99.74% | 99.74% |
10/07/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 215,000 | 215,000 | 214,125 | 214,125 | 693,461 CHF | 695,602 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 220,000 | 220,000 | 216,028 | 216,028 | 695,505 CHF | 697,665 CHF | 99.98% | 99.98% |
08/07/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 699,265 CHF | 701,406 CHF | 99.97% | 99.97% |
05/07/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 215,000 | 215,000 | 214,110 | 214,110 | 697,295 CHF | 699,436 CHF | 99.63% | 99.63% |
04/07/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 693,923 CHF | 696,064 CHF | 99.92% | 99.92% |
03/07/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 215,000 | 215,000 | 216,962 | 216,962 | 696,640 CHF | 698,810 CHF | 100.00% | 100.00% |
02/07/2024 | 0.31% | 3.18 CHF | 3.19 CHF | 220,000 | 220,000 | 219,090 | 219,090 | 697,102 CHF | 699,293 CHF | 99.94% | 99.94% |