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 | 0.47% | 3.14 CHF | 3.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 319,753 CHF | 321,259 CHF | 98.07% | 98.07% |
12/07/2024 | 0.43% | 3.16 CHF | 3.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 316,955 CHF | 318,337 CHF | 99.32% | 99.32% |
11/07/2024 | 0.43% | 3.16 CHF | 3.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 320,406 CHF | 321,792 CHF | 99.06% | 99.06% |
10/07/2024 | 0.49% | 3.12 CHF | 3.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 309,387 CHF | 310,908 CHF | 100.00% | 100.00% |
09/07/2024 | 0.73% | 3.05 CHF | 3.07 CHF | 100,000 | 100,000 | 59,267 | 59,267 | 181,713 CHF | 182,961 CHF | 99.90% | 99.90% |
08/07/2024 | 0.46% | 3.04 CHF | 3.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 302,628 CHF | 304,036 CHF | 99.14% | 99.14% |
05/07/2024 | 0.48% | 2.96 CHF | 2.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 298,082 CHF | 299,517 CHF | 99.53% | 99.53% |
04/07/2024 | 0.47% | 3.06 CHF | 3.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 305,000 CHF | 306,437 CHF | 100.00% | 100.00% |
03/07/2024 | 0.48% | 3.00 CHF | 3.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 299,012 CHF | 300,463 CHF | 99.72% | 99.72% |
02/07/2024 | 0.46% | 3.07 CHF | 3.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 307,012 CHF | 308,432 CHF | 99.94% | 99.94% |