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 | 0.27% | 3.62 CHF | 3.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 91,378 CHF | 91,628 CHF | 99.39% | 99.39% |
12/07/2024 | 0.28% | 3.68 CHF | 3.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 89,479 CHF | 89,729 CHF | 99.07% | 99.07% |
11/07/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 86,245 CHF | 86,495 CHF | 98.53% | 98.53% |
10/07/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 84,938 CHF | 85,188 CHF | 95.49% | 95.49% |
09/07/2024 | 0.29% | 3.38 CHF | 3.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 85,545 CHF | 85,795 CHF | 99.04% | 99.04% |
08/07/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 85,627 CHF | 85,877 CHF | 99.23% | 99.23% |
05/07/2024 | 0.29% | 3.41 CHF | 3.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 86,808 CHF | 87,058 CHF | 99.39% | 99.39% |
04/07/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 90,342 CHF | 90,592 CHF | 99.39% | 99.39% |
03/07/2024 | 0.28% | 3.59 CHF | 3.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 90,550 CHF | 90,800 CHF | 98.64% | 98.64% |
02/07/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 89,017 CHF | 89,267 CHF | 99.07% | 99.07% |