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 | 0.31% | 3.09 CHF | 3.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 323,904 CHF | 324,904 CHF | 100.00% | 100.00% |
12/07/2024 | 0.31% | 3.38 CHF | 3.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 326,125 CHF | 327,125 CHF | 99.69% | 99.69% |
11/07/2024 | 0.31% | 3.31 CHF | 3.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 325,792 CHF | 326,792 CHF | 86.34% | 86.34% |
10/07/2024 | 0.33% | 3.11 CHF | 3.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 306,022 CHF | 307,022 CHF | 96.12% | 96.12% |
09/07/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 296,388 CHF | 297,388 CHF | 99.67% | 99.67% |
08/07/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 304,222 CHF | 305,222 CHF | 99.84% | 99.84% |
05/07/2024 | 0.32% | 3.05 CHF | 3.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 311,661 CHF | 312,661 CHF | 100.00% | 100.00% |
04/07/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 317,663 CHF | 318,663 CHF | 100.00% | 100.00% |
03/07/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 309,076 CHF | 310,076 CHF | 99.25% | 99.25% |
02/07/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 283,361 CHF | 284,361 CHF | 99.67% | 99.67% |