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% | 3.04 CHF | 3.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 301,343 CHF | 302,343 CHF | 99.39% | 99.39% |
12/07/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 302,262 CHF | 303,262 CHF | 99.07% | 99.07% |
11/07/2024 | 0.34% | 3.00 CHF | 3.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 293,576 CHF | 294,576 CHF | 98.68% | 98.68% |
10/07/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 289,953 CHF | 290,953 CHF | 95.51% | 95.51% |
09/07/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 286,607 CHF | 287,607 CHF | 99.05% | 99.05% |
08/07/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 314,479 CHF | 315,479 CHF | 99.24% | 99.24% |
05/07/2024 | 0.31% | 3.13 CHF | 3.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 319,253 CHF | 320,253 CHF | 99.39% | 99.39% |
04/07/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 318,121 CHF | 319,121 CHF | 99.39% | 99.39% |
03/07/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 312,444 CHF | 313,444 CHF | 98.64% | 98.64% |
02/07/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 300,973 CHF | 301,973 CHF | 99.04% | 99.04% |