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 | 0.32% | 3.13 CHF | 3.14 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 283,341 CHF | 284,241 CHF | 100.00% | 100.00% |
12/07/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 281,982 CHF | 282,882 CHF | 100.00% | 100.00% |
11/07/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 90,000 | 90,000 | 89,915 | 89,915 | 278,179 CHF | 279,079 CHF | 100.00% | 100.00% |
10/07/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 270,795 CHF | 271,695 CHF | 99.99% | 99.99% |
09/07/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 90,000 | 90,000 | 90,469 | 90,469 | 267,830 CHF | 268,736 CHF | 100.00% | 100.00% |
08/07/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 90,000 | 90,000 | 90,069 | 90,069 | 271,971 CHF | 272,871 CHF | 100.00% | 100.00% |
05/07/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 270,737 CHF | 271,637 CHF | 100.00% | 100.00% |
04/07/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 273,325 CHF | 274,225 CHF | 100.00% | 100.00% |
03/07/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 90,000 | 90,000 | 90,309 | 90,309 | 269,372 CHF | 270,275 CHF | 100.00% | 100.00% |
02/07/2024 | 0.35% | 2.93 CHF | 2.94 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 274,311 CHF | 275,261 CHF | 100.00% | 100.00% |