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% | 3.37 CHF | 3.38 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 34,462 CHF | 34,562 CHF | 100.00% | 100.00% |
12/07/2024 | 0.29% | 3.43 CHF | 3.44 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 34,541 CHF | 34,641 CHF | 98.98% | 98.98% |
11/07/2024 | 0.29% | 3.37 CHF | 3.38 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 34,170 CHF | 34,270 CHF | 86.89% | 86.89% |
10/07/2024 | 0.31% | 3.30 CHF | 3.31 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 32,375 CHF | 32,475 CHF | 99.85% | 99.85% |
09/07/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 32,531 CHF | 32,631 CHF | 100.00% | 100.00% |
08/07/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 32,251 CHF | 32,351 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 3.18 CHF | 3.19 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 32,238 CHF | 32,338 CHF | 100.00% | 100.00% |
04/07/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 32,113 CHF | 32,213 CHF | 100.00% | 100.00% |
03/07/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 31,533 CHF | 31,633 CHF | 99.51% | 99.51% |
02/07/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 31,278 CHF | 31,378 CHF | 99.95% | 99.95% |