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% | 3.70 CHF | 3.71 CHF | 45,000 | 45,000 | 44,908 | 44,908 | 167,552 CHF | 168,001 CHF | 100.00% | 100.00% |
12/07/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 166,502 CHF | 166,952 CHF | 100.00% | 100.00% |
11/07/2024 | 0.27% | 3.74 CHF | 3.75 CHF | 45,000 | 45,000 | 44,894 | 44,894 | 168,116 CHF | 168,565 CHF | 99.99% | 99.99% |
10/07/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 166,501 CHF | 166,951 CHF | 99.99% | 99.99% |
09/07/2024 | 0.27% | 3.65 CHF | 3.66 CHF | 45,000 | 45,000 | 44,947 | 44,947 | 164,860 CHF | 165,310 CHF | 100.00% | 100.00% |
08/07/2024 | 0.27% | 3.64 CHF | 3.65 CHF | 45,000 | 45,000 | 45,006 | 45,006 | 164,908 CHF | 165,358 CHF | 100.00% | 100.00% |
05/07/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 164,482 CHF | 164,942 CHF | 100.00% | 100.00% |
04/07/2024 | 0.28% | 3.57 CHF | 3.58 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 164,172 CHF | 164,632 CHF | 100.00% | 100.00% |
03/07/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 46,000 | 46,000 | 46,243 | 46,243 | 160,931 CHF | 161,394 CHF | 100.00% | 100.00% |
02/07/2024 | 0.28% | 3.57 CHF | 3.58 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 162,941 CHF | 163,401 CHF | 100.00% | 100.00% |