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 | 0.59% | 3.80 CHF | 3.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 394,361 CHF | 396,698 CHF | 93.65% | 93.65% |
12/07/2024 | 0.52% | 3.96 CHF | 3.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 386,609 CHF | 388,609 CHF | 96.09% | 96.09% |
11/07/2024 | 0.64% | 3.75 CHF | 3.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 372,445 CHF | 374,843 CHF | 97.31% | 97.31% |
10/07/2024 | 0.59% | 3.53 CHF | 3.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 339,439 CHF | 341,439 CHF | 96.75% | 96.75% |
09/07/2024 | 0.58% | 3.34 CHF | 3.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 344,303 CHF | 346,303 CHF | 99.55% | 99.55% |
08/07/2024 | 0.59% | 3.36 CHF | 3.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 337,420 CHF | 339,420 CHF | 96.74% | 96.74% |
05/07/2024 | 0.58% | 3.29 CHF | 3.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 341,176 CHF | 343,176 CHF | 99.36% | 99.36% |
04/07/2024 | 0.59% | 3.43 CHF | 3.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 338,017 CHF | 340,017 CHF | 99.66% | 99.66% |
03/07/2024 | 0.60% | 3.34 CHF | 3.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 333,706 CHF | 335,706 CHF | 98.97% | 98.97% |
02/07/2024 | 0.62% | 3.30 CHF | 3.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 320,003 CHF | 322,003 CHF | 99.86% | 99.86% |