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 | 0.31% | 3.25 CHF | 3.26 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 294,444 CHF | 295,344 CHF | 100.00% | 100.00% |
12/07/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 292,993 CHF | 293,893 CHF | 99.99% | 99.99% |
11/07/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 90,000 | 90,000 | 89,913 | 89,913 | 289,110 CHF | 290,010 CHF | 99.99% | 99.99% |
10/07/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 281,771 CHF | 282,671 CHF | 100.00% | 100.00% |
09/07/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 90,000 | 90,000 | 90,470 | 90,470 | 278,963 CHF | 279,869 CHF | 100.00% | 100.00% |
08/07/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 90,000 | 90,000 | 90,070 | 90,070 | 282,980 CHF | 283,880 CHF | 100.00% | 100.00% |
05/07/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 281,722 CHF | 282,622 CHF | 100.00% | 100.00% |
04/07/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 284,313 CHF | 285,213 CHF | 100.00% | 100.00% |
03/07/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 90,000 | 90,000 | 90,309 | 90,309 | 280,359 CHF | 281,262 CHF | 100.00% | 100.00% |
02/07/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 285,770 CHF | 286,720 CHF | 100.00% | 100.00% |