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 | 0.28% | 3.49 CHF | 3.50 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 315,670 CHF | 316,570 CHF | 99.99% | 99.99% |
12/07/2024 | 0.29% | 3.50 CHF | 3.51 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 314,280 CHF | 315,180 CHF | 100.00% | 100.00% |
11/07/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 90,000 | 90,000 | 89,915 | 89,915 | 310,345 CHF | 311,245 CHF | 100.00% | 100.00% |
10/07/2024 | 0.30% | 3.40 CHF | 3.41 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 302,993 CHF | 303,893 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 90,000 | 90,000 | 90,469 | 90,469 | 300,157 CHF | 301,063 CHF | 100.00% | 100.00% |
08/07/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 90,000 | 90,000 | 90,070 | 90,070 | 304,018 CHF | 304,919 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 3.35 CHF | 3.36 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 302,962 CHF | 303,862 CHF | 99.99% | 99.99% |
04/07/2024 | 0.29% | 3.39 CHF | 3.40 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 305,538 CHF | 306,438 CHF | 100.00% | 100.00% |
03/07/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 90,000 | 90,000 | 90,308 | 90,308 | 301,504 CHF | 302,407 CHF | 100.00% | 100.00% |
02/07/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 307,996 CHF | 308,946 CHF | 100.00% | 100.00% |