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 | 0.30% | 3.33 CHF | 3.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 996,325 CHF | 333,108 CHF | 99.09% | 99.09% |
12/07/2024 | 0.30% | 3.35 CHF | 3.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,000,300 CHF | 334,434 CHF | 99.27% | 99.27% |
11/07/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 986,498 CHF | 329,833 CHF | 98.66% | 98.66% |
10/07/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 979,391 CHF | 327,464 CHF | 99.20% | 99.20% |
09/07/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 968,523 CHF | 323,841 CHF | 99.23% | 99.23% |
08/07/2024 | 0.30% | 3.28 CHF | 3.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 993,511 CHF | 332,170 CHF | 99.23% | 99.23% |
05/07/2024 | 0.30% | 3.27 CHF | 3.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 993,130 CHF | 332,043 CHF | 99.23% | 99.23% |
04/07/2024 | 0.30% | 3.33 CHF | 3.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,000,840 CHF | 334,614 CHF | 99.01% | 99.01% |
03/07/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 964,070 CHF | 322,357 CHF | 98.84% | 98.84% |
02/07/2024 | 0.33% | 3.12 CHF | 3.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 918,982 CHF | 307,327 CHF | 99.24% | 99.24% |