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 | 0.30% | 3.37 CHF | 3.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 843,691 CHF | 338,476 CHF | 99.37% | 99.37% |
12/07/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 840,596 CHF | 337,239 CHF | 99.38% | 99.38% |
11/07/2024 | 0.30% | 3.36 CHF | 3.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 841,488 CHF | 337,595 CHF | 98.89% | 98.89% |
10/07/2024 | 0.31% | 3.27 CHF | 3.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 817,630 CHF | 328,052 CHF | 99.36% | 99.36% |
09/07/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 813,454 CHF | 326,382 CHF | 99.38% | 99.38% |
08/07/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 809,418 CHF | 324,767 CHF | 99.38% | 99.38% |
05/07/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 810,702 CHF | 325,281 CHF | 98.76% | 98.76% |
04/07/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 810,652 CHF | 325,261 CHF | 99.15% | 99.15% |
03/07/2024 | 0.30% | 3.28 CHF | 3.29 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 821,668 CHF | 329,667 CHF | 99.38% | 99.38% |
02/07/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 830,020 CHF | 333,008 CHF | 99.38% | 99.38% |