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 | 0.31% | 3.13 CHF | 3.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 79,532 CHF | 79,782 CHF | 100.00% | 100.00% |
12/07/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 79,654 CHF | 79,904 CHF | 99.69% | 99.69% |
11/07/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 77,392 CHF | 77,642 CHF | 86.34% | 86.34% |
10/07/2024 | 0.33% | 3.07 CHF | 3.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 75,859 CHF | 76,109 CHF | 96.07% | 96.07% |
09/07/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 76,567 CHF | 76,817 CHF | 99.67% | 99.67% |
08/07/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 79,102 CHF | 79,352 CHF | 99.85% | 99.85% |
05/07/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 78,792 CHF | 79,042 CHF | 100.00% | 100.00% |
04/07/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 79,776 CHF | 80,026 CHF | 100.00% | 100.00% |
03/07/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 78,047 CHF | 78,297 CHF | 99.25% | 99.25% |
02/07/2024 | 0.33% | 3.09 CHF | 3.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 76,038 CHF | 76,288 CHF | 99.66% | 99.66% |