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 | 0.28% | 3.59 CHF | 3.60 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 158,452 CHF | 158,902 CHF | 100.00% | 100.00% |
12/07/2024 | 0.28% | 3.47 CHF | 3.48 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 158,619 CHF | 159,069 CHF | 98.98% | 98.98% |
11/07/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 160,932 CHF | 161,382 CHF | 99.85% | 99.85% |
10/07/2024 | 0.27% | 3.64 CHF | 3.65 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 165,726 CHF | 166,176 CHF | 99.83% | 99.83% |
09/07/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 163,801 CHF | 164,251 CHF | 100.00% | 100.00% |
08/07/2024 | 0.27% | 3.65 CHF | 3.66 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 163,804 CHF | 164,254 CHF | 100.00% | 100.00% |
05/07/2024 | 0.28% | 3.65 CHF | 3.66 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 162,116 CHF | 162,566 CHF | 100.00% | 100.00% |
04/07/2024 | 0.27% | 3.60 CHF | 3.61 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 164,318 CHF | 164,768 CHF | 100.00% | 100.00% |
03/07/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 166,017 CHF | 166,467 CHF | 99.23% | 99.23% |
02/07/2024 | 0.26% | 3.76 CHF | 3.77 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 171,029 CHF | 171,479 CHF | 100.00% | 100.00% |