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% | 3.48 CHF | 3.49 CHF | 45,000 | 45,000 | 44,908 | 44,908 | 157,805 CHF | 158,254 CHF | 100.00% | 100.00% |
12/07/2024 | 0.29% | 3.50 CHF | 3.51 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 156,747 CHF | 157,197 CHF | 100.00% | 100.00% |
11/07/2024 | 0.28% | 3.53 CHF | 3.54 CHF | 45,000 | 45,000 | 44,892 | 44,892 | 158,377 CHF | 158,827 CHF | 99.99% | 99.99% |
10/07/2024 | 0.29% | 3.51 CHF | 3.52 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 156,713 CHF | 157,163 CHF | 100.00% | 100.00% |
09/07/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 45,000 | 45,000 | 44,947 | 44,947 | 155,122 CHF | 155,572 CHF | 100.00% | 100.00% |
08/07/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 45,000 | 45,000 | 45,006 | 45,006 | 155,133 CHF | 155,583 CHF | 99.69% | 99.69% |
05/07/2024 | 0.30% | 3.33 CHF | 3.34 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 154,509 CHF | 154,969 CHF | 100.00% | 100.00% |
04/07/2024 | 0.30% | 3.36 CHF | 3.37 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 154,177 CHF | 154,637 CHF | 100.00% | 100.00% |
03/07/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 46,000 | 46,000 | 46,242 | 46,242 | 150,892 CHF | 151,355 CHF | 100.00% | 100.00% |
02/07/2024 | 0.30% | 3.35 CHF | 3.36 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 152,948 CHF | 153,408 CHF | 100.00% | 100.00% |