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 | 0.34% | 3.75 CHF | 3.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 281,081 CHF | 282,032 CHF | 98.73% | 98.73% |
12/07/2024 | 0.35% | 3.72 CHF | 3.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 276,314 CHF | 277,281 CHF | 99.38% | 99.38% |
11/07/2024 | 0.38% | 3.66 CHF | 3.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 272,305 CHF | 273,334 CHF | 95.00% | 95.00% |
10/07/2024 | 0.39% | 3.57 CHF | 3.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 266,396 CHF | 267,432 CHF | 99.52% | 99.52% |
09/07/2024 | 0.66% | 3.56 CHF | 3.59 CHF | 37,500 | 37,500 | 40,172 | 40,172 | 144,892 CHF | 145,815 CHF | 99.84% | 99.84% |
08/07/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 270,252 CHF | 271,002 CHF | 99.18% | 99.18% |
05/07/2024 | 0.28% | 3.52 CHF | 3.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 266,825 CHF | 267,575 CHF | 99.62% | 99.62% |
04/07/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 265,269 CHF | 266,019 CHF | 98.25% | 98.25% |
03/07/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 259,184 CHF | 259,934 CHF | 99.30% | 99.30% |
02/07/2024 | 0.30% | 3.41 CHF | 3.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 253,125 CHF | 253,875 CHF | 93.48% | 93.48% |