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 | 0.28% | 3.53 CHF | 3.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 265,035 CHF | 265,785 CHF | 99.39% | 99.39% |
12/07/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 264,454 CHF | 265,204 CHF | 99.08% | 99.08% |
11/07/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 259,986 CHF | 260,736 CHF | 98.64% | 98.64% |
10/07/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 256,016 CHF | 256,766 CHF | 95.50% | 95.50% |
09/07/2024 | 0.29% | 3.37 CHF | 3.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 255,179 CHF | 255,929 CHF | 99.06% | 99.06% |
08/07/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 257,634 CHF | 258,384 CHF | 99.23% | 99.23% |
05/07/2024 | 0.29% | 3.38 CHF | 3.39 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 256,868 CHF | 257,618 CHF | 99.39% | 99.39% |
04/07/2024 | 0.29% | 3.43 CHF | 3.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 256,486 CHF | 257,236 CHF | 99.39% | 99.39% |
03/07/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 252,064 CHF | 252,814 CHF | 98.65% | 98.65% |
02/07/2024 | 0.30% | 3.34 CHF | 3.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 249,262 CHF | 250,012 CHF | 99.00% | 99.00% |