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 | 0.32% | 3.09 CHF | 3.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 924,756 CHF | 309,252 CHF | 99.11% | 99.11% |
12/07/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 928,830 CHF | 310,610 CHF | 99.28% | 99.28% |
11/07/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 915,141 CHF | 306,047 CHF | 98.67% | 98.67% |
10/07/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 908,258 CHF | 303,753 CHF | 99.20% | 99.20% |
09/07/2024 | 0.33% | 2.95 CHF | 2.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 897,347 CHF | 300,116 CHF | 99.24% | 99.24% |
08/07/2024 | 0.32% | 3.04 CHF | 3.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 922,324 CHF | 308,441 CHF | 99.23% | 99.23% |
05/07/2024 | 0.32% | 3.04 CHF | 3.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 921,964 CHF | 308,321 CHF | 99.23% | 99.23% |
04/07/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 929,638 CHF | 310,879 CHF | 99.02% | 99.02% |
03/07/2024 | 0.34% | 3.01 CHF | 3.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 892,901 CHF | 298,634 CHF | 98.84% | 98.84% |
02/07/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 848,014 CHF | 283,671 CHF | 99.23% | 99.23% |