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 | 0.33% | 3.01 CHF | 3.02 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 272,541 CHF | 273,441 CHF | 100.00% | 100.00% |
12/07/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 271,182 CHF | 272,082 CHF | 100.00% | 100.00% |
11/07/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 90,000 | 90,000 | 89,914 | 89,914 | 267,385 CHF | 268,285 CHF | 100.00% | 100.00% |
10/07/2024 | 0.35% | 2.92 CHF | 2.93 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 259,995 CHF | 260,895 CHF | 99.99% | 99.99% |
09/07/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 90,000 | 90,000 | 90,470 | 90,470 | 256,976 CHF | 257,882 CHF | 100.00% | 100.00% |
08/07/2024 | 0.34% | 2.89 CHF | 2.90 CHF | 90,000 | 90,000 | 90,070 | 90,070 | 260,976 CHF | 261,876 CHF | 99.98% | 99.98% |
05/07/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 259,937 CHF | 260,837 CHF | 100.00% | 100.00% |
04/07/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 262,525 CHF | 263,425 CHF | 100.00% | 100.00% |
03/07/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 90,000 | 90,000 | 90,309 | 90,309 | 258,371 CHF | 259,274 CHF | 100.00% | 100.00% |
02/07/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 262,706 CHF | 263,656 CHF | 100.00% | 100.00% |