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% | 3.45 CHF | 3.46 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 208,303 CHF | 208,903 CHF | 100.00% | 100.00% |
12/07/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 205,975 CHF | 206,575 CHF | 98.97% | 98.97% |
11/07/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 207,462 CHF | 208,062 CHF | 99.75% | 99.75% |
10/07/2024 | 0.29% | 3.43 CHF | 3.44 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 204,595 CHF | 205,195 CHF | 99.83% | 99.83% |
09/07/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 206,398 CHF | 206,998 CHF | 100.00% | 100.00% |
08/07/2024 | 0.30% | 3.42 CHF | 3.43 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 202,076 CHF | 202,676 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 3.27 CHF | 3.28 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 197,546 CHF | 198,146 CHF | 100.00% | 100.00% |
04/07/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 196,999 CHF | 197,599 CHF | 100.00% | 100.00% |
03/07/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 194,818 CHF | 195,418 CHF | 99.51% | 99.51% |
02/07/2024 | 0.31% | 3.30 CHF | 3.31 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 196,308 CHF | 196,908 CHF | 99.96% | 99.96% |