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 | 0.44% | 3.07 CHF | 3.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 313,058 CHF | 314,444 CHF | 98.08% | 98.08% |
12/07/2024 | 0.50% | 3.09 CHF | 3.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 310,141 CHF | 311,695 CHF | 99.32% | 99.32% |
11/07/2024 | 0.46% | 3.09 CHF | 3.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 313,591 CHF | 315,031 CHF | 99.03% | 99.03% |
10/07/2024 | 0.47% | 3.06 CHF | 3.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 302,679 CHF | 304,119 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 2.98 CHF | 3.00 CHF | 100,000 | 100,000 | 59,267 | 59,267 | 177,670 CHF | 178,982 CHF | 99.90% | 99.90% |
08/07/2024 | 0.47% | 2.97 CHF | 2.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 295,876 CHF | 297,266 CHF | 99.40% | 99.40% |
05/07/2024 | 0.48% | 2.89 CHF | 2.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 291,330 CHF | 292,728 CHF | 99.01% | 99.01% |
04/07/2024 | 0.46% | 2.99 CHF | 3.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 298,373 CHF | 299,751 CHF | 100.00% | 100.00% |
03/07/2024 | 0.49% | 2.93 CHF | 2.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 292,242 CHF | 293,676 CHF | 99.72% | 99.72% |
02/07/2024 | 0.50% | 3.00 CHF | 3.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 300,225 CHF | 301,728 CHF | 100.00% | 100.00% |