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 | 0.34% | 2.98 CHF | 2.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 892,358 CHF | 298,453 CHF | 99.17% | 99.17% |
12/07/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 902,924 CHF | 301,975 CHF | 99.24% | 99.24% |
11/07/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 879,317 CHF | 294,106 CHF | 99.23% | 99.23% |
10/07/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 887,080 CHF | 296,693 CHF | 99.24% | 99.24% |
09/07/2024 | 0.33% | 2.96 CHF | 2.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 894,332 CHF | 299,111 CHF | 99.23% | 99.23% |
08/07/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 942,806 CHF | 315,268 CHF | 99.24% | 99.24% |
05/07/2024 | 0.31% | 3.15 CHF | 3.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 957,283 CHF | 320,094 CHF | 99.23% | 99.23% |
04/07/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 955,175 CHF | 319,392 CHF | 99.23% | 99.23% |
03/07/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 934,183 CHF | 312,394 CHF | 99.23% | 99.23% |
02/07/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 912,033 CHF | 305,011 CHF | 99.23% | 99.23% |