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 | 0.77% | 3.29 CHF | 3.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 166,340 CHF | 167,627 CHF | 96.20% | 96.20% |
12/07/2024 | 0.80% | 3.27 CHF | 3.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 162,760 CHF | 164,075 CHF | 88.64% | 88.64% |
11/07/2024 | 0.81% | 3.26 CHF | 3.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 164,794 CHF | 166,138 CHF | 96.30% | 96.30% |
10/07/2024 | 0.82% | 3.24 CHF | 3.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 160,228 CHF | 161,547 CHF | 97.54% | 97.54% |
09/07/2024 | 0.81% | 3.26 CHF | 3.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 162,987 CHF | 164,311 CHF | 98.08% | 98.08% |
08/07/2024 | 0.82% | 3.22 CHF | 3.25 CHF | 75,000 | 75,000 | 74,706 | 74,706 | 233,936 CHF | 235,869 CHF | 95.23% | 95.23% |
05/07/2024 | 1.18% | 2.95 CHF | 2.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 75,226 CHF | 76,117 CHF | 98.59% | 98.59% |
04/07/2024 | 1.21% | 3.02 CHF | 3.05 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 112,441 CHF | 113,806 CHF | 97.25% | 97.25% |
03/07/2024 | 1.21% | 2.93 CHF | 2.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 73,442 CHF | 74,338 CHF | 94.51% | 94.51% |
02/07/2024 | 1.19% | 3.04 CHF | 3.07 CHF | 25,000 | 25,000 | 29,321 | 29,321 | 87,906 CHF | 88,910 CHF | 76.53% | 76.53% |