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% | 3.81 CHF | 3.82 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 344,919 CHF | 345,819 CHF | 100.00% | 100.00% |
12/07/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 343,503 CHF | 344,403 CHF | 100.00% | 100.00% |
11/07/2024 | 0.26% | 3.78 CHF | 3.79 CHF | 90,000 | 90,000 | 89,915 | 89,915 | 339,573 CHF | 340,473 CHF | 99.99% | 99.99% |
10/07/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 332,330 CHF | 333,230 CHF | 100.00% | 100.00% |
09/07/2024 | 0.27% | 3.65 CHF | 3.66 CHF | 90,000 | 90,000 | 90,470 | 90,470 | 329,659 CHF | 330,564 CHF | 100.00% | 100.00% |
08/07/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 90,000 | 90,000 | 90,070 | 90,070 | 333,426 CHF | 334,327 CHF | 100.00% | 100.00% |
05/07/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 332,342 CHF | 333,242 CHF | 100.00% | 100.00% |
04/07/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 334,937 CHF | 335,837 CHF | 100.00% | 100.00% |
03/07/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 90,000 | 90,000 | 90,309 | 90,309 | 330,953 CHF | 331,856 CHF | 100.00% | 100.00% |
02/07/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 339,106 CHF | 340,056 CHF | 99.98% | 99.98% |