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% | 3.28 CHF | 3.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 82,856 CHF | 83,106 CHF | 99.38% | 99.38% |
12/07/2024 | 0.30% | 3.36 CHF | 3.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 82,645 CHF | 82,895 CHF | 99.09% | 99.09% |
11/07/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 80,799 CHF | 81,049 CHF | 98.23% | 98.23% |
10/07/2024 | 0.31% | 3.27 CHF | 3.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 81,134 CHF | 81,384 CHF | 95.47% | 95.47% |
09/07/2024 | 0.30% | 3.28 CHF | 3.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 83,086 CHF | 83,336 CHF | 99.04% | 99.04% |
08/07/2024 | 0.30% | 3.30 CHF | 3.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 82,715 CHF | 82,965 CHF | 99.23% | 99.23% |
05/07/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 83,362 CHF | 83,612 CHF | 99.39% | 99.39% |
04/07/2024 | 0.30% | 3.33 CHF | 3.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 82,867 CHF | 83,117 CHF | 99.39% | 99.39% |
03/07/2024 | 0.30% | 3.34 CHF | 3.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 82,485 CHF | 82,735 CHF | 98.64% | 98.64% |
02/07/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 83,922 CHF | 84,172 CHF | 99.05% | 99.05% |