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 | 0.29% | 3.44 CHF | 3.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,027,890 CHF | 343,629 CHF | 99.16% | 99.16% |
12/07/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,038,320 CHF | 347,106 CHF | 99.24% | 99.24% |
11/07/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,014,550 CHF | 339,183 CHF | 99.23% | 99.23% |
10/07/2024 | 0.29% | 3.41 CHF | 3.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,021,970 CHF | 341,656 CHF | 99.24% | 99.24% |
09/07/2024 | 0.29% | 3.41 CHF | 3.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,029,140 CHF | 344,048 CHF | 99.23% | 99.23% |
08/07/2024 | 0.28% | 3.57 CHF | 3.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,077,580 CHF | 360,195 CHF | 99.24% | 99.24% |
05/07/2024 | 0.27% | 3.60 CHF | 3.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,092,150 CHF | 365,050 CHF | 99.23% | 99.23% |
04/07/2024 | 0.27% | 3.67 CHF | 3.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,090,050 CHF | 364,350 CHF | 99.23% | 99.23% |
03/07/2024 | 0.28% | 3.57 CHF | 3.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,068,900 CHF | 357,302 CHF | 99.23% | 99.23% |
02/07/2024 | 0.29% | 3.50 CHF | 3.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,046,380 CHF | 349,793 CHF | 99.24% | 99.24% |