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 | 0.52% | 3.84 CHF | 3.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 383,845 CHF | 385,845 CHF | 98.99% | 98.99% |
12/07/2024 | 0.52% | 3.82 CHF | 3.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 382,573 CHF | 384,573 CHF | 74.82% | 74.82% |
11/07/2024 | 0.52% | 3.82 CHF | 3.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 381,440 CHF | 383,440 CHF | 64.98% | 64.98% |
10/07/2024 | 0.52% | 3.82 CHF | 3.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 380,618 CHF | 382,618 CHF | 94.90% | 94.90% |
09/07/2024 | 0.53% | 3.82 CHF | 3.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 376,653 CHF | 378,653 CHF | 99.44% | 99.44% |
08/07/2024 | 0.53% | 3.75 CHF | 3.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 375,897 CHF | 377,897 CHF | 99.81% | 99.81% |
05/07/2024 | 0.53% | 3.73 CHF | 3.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 373,604 CHF | 375,604 CHF | 99.73% | 99.73% |
04/07/2024 | 0.53% | 3.76 CHF | 3.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 375,792 CHF | 377,792 CHF | 99.81% | 99.81% |
03/07/2024 | 0.53% | 3.72 CHF | 3.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 374,175 CHF | 376,175 CHF | 99.10% | 99.10% |
02/07/2024 | 0.52% | 3.78 CHF | 3.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 382,438 CHF | 384,438 CHF | 99.80% | 99.80% |