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% | 3.40 CHF | 3.41 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 62,456 CHF | 62,656 CHF | 100.00% | 100.00% |
12/07/2024 | 0.32% | 3.04 CHF | 3.05 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 62,999 CHF | 63,199 CHF | 98.97% | 98.97% |
11/07/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 62,194 CHF | 62,394 CHF | 99.79% | 99.79% |
10/07/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 65,441 CHF | 65,641 CHF | 99.85% | 99.85% |
09/07/2024 | 0.33% | 3.08 CHF | 3.09 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 61,183 CHF | 61,383 CHF | 99.95% | 99.95% |
08/07/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 67,681 CHF | 67,881 CHF | 100.00% | 100.00% |
05/07/2024 | 0.29% | 3.57 CHF | 3.58 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 68,822 CHF | 69,022 CHF | 100.00% | 100.00% |
04/07/2024 | 0.30% | 3.34 CHF | 3.35 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 67,398 CHF | 67,598 CHF | 100.00% | 100.00% |
03/07/2024 | 0.29% | 3.35 CHF | 3.36 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 68,660 CHF | 68,860 CHF | 99.17% | 99.17% |
02/07/2024 | 0.27% | 3.51 CHF | 3.52 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 74,722 CHF | 74,922 CHF | 99.94% | 99.94% |