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 | 0.30% | 3.37 CHF | 3.38 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 304,586 CHF | 305,486 CHF | 100.00% | 100.00% |
12/07/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 303,003 CHF | 303,903 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 3.33 CHF | 3.34 CHF | 90,000 | 90,000 | 89,917 | 89,917 | 299,120 CHF | 300,020 CHF | 99.99% | 99.99% |
10/07/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 291,830 CHF | 292,730 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 90,000 | 90,000 | 90,469 | 90,469 | 289,150 CHF | 290,056 CHF | 99.99% | 99.99% |
08/07/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 90,000 | 90,000 | 90,069 | 90,069 | 293,035 CHF | 293,936 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 291,842 CHF | 292,742 CHF | 100.00% | 100.00% |
04/07/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 294,437 CHF | 295,337 CHF | 100.00% | 100.00% |
03/07/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 90,000 | 90,000 | 90,309 | 90,309 | 290,495 CHF | 291,398 CHF | 100.00% | 100.00% |
02/07/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 296,546 CHF | 297,496 CHF | 99.99% | 99.99% |