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 | 0.26% | 3.86 CHF | 3.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 389,992 CHF | 390,992 CHF | 99.58% | 99.58% |
12/07/2024 | 0.26% | 3.99 CHF | 4.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 385,343 CHF | 386,343 CHF | 98.66% | 98.66% |
11/07/2024 | 0.27% | 3.80 CHF | 3.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 373,270 CHF | 374,270 CHF | 97.73% | 97.73% |
10/07/2024 | 0.28% | 3.69 CHF | 3.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 362,855 CHF | 363,855 CHF | 99.66% | 99.66% |
09/07/2024 | 0.27% | 3.54 CHF | 3.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 365,100 CHF | 366,100 CHF | 99.59% | 99.59% |
08/07/2024 | 0.26% | 3.75 CHF | 3.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 379,337 CHF | 380,337 CHF | 99.99% | 99.99% |
05/07/2024 | 0.26% | 3.74 CHF | 3.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 382,495 CHF | 383,495 CHF | 98.91% | 98.91% |
04/07/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 371,492 CHF | 372,492 CHF | 98.97% | 98.97% |
03/07/2024 | 0.28% | 3.68 CHF | 3.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 362,642 CHF | 363,642 CHF | 99.14% | 99.14% |
02/07/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 346,127 CHF | 347,127 CHF | 99.77% | 99.77% |