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 | 0.40% | 3.33 CHF | 3.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 339,200 CHF | 340,576 CHF | 98.06% | 98.06% |
12/07/2024 | 0.42% | 3.35 CHF | 3.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 336,286 CHF | 337,695 CHF | 99.32% | 99.32% |
11/07/2024 | 0.41% | 3.35 CHF | 3.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 339,651 CHF | 341,030 CHF | 99.06% | 99.06% |
10/07/2024 | 0.44% | 3.32 CHF | 3.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 328,679 CHF | 330,119 CHF | 100.00% | 100.00% |
09/07/2024 | 0.69% | 3.24 CHF | 3.26 CHF | 100,000 | 100,000 | 59,267 | 59,267 | 193,135 CHF | 194,392 CHF | 99.90% | 99.90% |
08/07/2024 | 0.44% | 3.23 CHF | 3.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 321,859 CHF | 323,293 CHF | 100.00% | 100.00% |
05/07/2024 | 0.48% | 3.15 CHF | 3.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 317,328 CHF | 318,865 CHF | 99.53% | 99.53% |
04/07/2024 | 0.42% | 3.25 CHF | 3.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 324,373 CHF | 325,751 CHF | 100.00% | 100.00% |
03/07/2024 | 0.45% | 3.19 CHF | 3.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 318,242 CHF | 319,676 CHF | 99.72% | 99.72% |
02/07/2024 | 0.43% | 3.26 CHF | 3.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 326,307 CHF | 327,728 CHF | 100.00% | 100.00% |