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 | 0.30% | 3.34 CHF | 3.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 335,462 CHF | 336,462 CHF | 100.00% | 100.00% |
12/07/2024 | 0.30% | 3.36 CHF | 3.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 337,727 CHF | 338,727 CHF | 99.77% | 99.77% |
11/07/2024 | 0.29% | 3.38 CHF | 3.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 340,955 CHF | 341,955 CHF | 100.00% | 100.00% |
10/07/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 344,832 CHF | 345,832 CHF | 94.70% | 94.70% |
09/07/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 344,929 CHF | 345,929 CHF | 99.67% | 99.67% |
08/07/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 342,531 CHF | 343,531 CHF | 100.00% | 100.00% |
05/07/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 344,757 CHF | 345,757 CHF | 100.00% | 100.00% |
04/07/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 348,023 CHF | 349,023 CHF | 100.00% | 100.00% |
03/07/2024 | 0.28% | 3.47 CHF | 3.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 351,408 CHF | 352,408 CHF | 99.33% | 99.33% |
02/07/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 356,186 CHF | 357,186 CHF | 99.61% | 99.61% |