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 | 0.27% | 3.72 CHF | 3.73 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 336,885 CHF | 337,785 CHF | 100.00% | 100.00% |
12/07/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 335,460 CHF | 336,360 CHF | 100.00% | 100.00% |
11/07/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 90,000 | 90,000 | 89,915 | 89,915 | 331,501 CHF | 332,401 CHF | 99.99% | 99.99% |
10/07/2024 | 0.28% | 3.64 CHF | 3.65 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 324,223 CHF | 325,123 CHF | 100.00% | 100.00% |
09/07/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 90,000 | 90,000 | 90,469 | 90,469 | 321,479 CHF | 322,385 CHF | 100.00% | 100.00% |
08/07/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 90,000 | 90,000 | 90,069 | 90,069 | 325,309 CHF | 326,210 CHF | 100.00% | 100.00% |
05/07/2024 | 0.28% | 3.59 CHF | 3.60 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 324,226 CHF | 325,126 CHF | 100.00% | 100.00% |
04/07/2024 | 0.27% | 3.62 CHF | 3.63 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 326,837 CHF | 327,737 CHF | 100.00% | 100.00% |
03/07/2024 | 0.28% | 3.62 CHF | 3.63 CHF | 90,000 | 90,000 | 90,309 | 90,309 | 322,804 CHF | 323,708 CHF | 99.98% | 99.98% |
02/07/2024 | 0.29% | 3.52 CHF | 3.53 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 330,420 CHF | 331,370 CHF | 100.00% | 100.00% |