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 | 0.33% | 3.00 CHF | 3.01 CHF | 45,000 | 45,000 | 44,908 | 44,908 | 136,393 CHF | 136,842 CHF | 100.00% | 100.00% |
12/07/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 135,276 CHF | 135,726 CHF | 99.99% | 99.99% |
11/07/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 45,000 | 45,000 | 44,910 | 44,910 | 137,019 CHF | 137,468 CHF | 99.99% | 99.99% |
10/07/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 135,285 CHF | 135,735 CHF | 100.00% | 100.00% |
09/07/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 45,000 | 45,000 | 44,947 | 44,947 | 133,696 CHF | 134,146 CHF | 100.00% | 100.00% |
08/07/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 45,000 | 45,000 | 45,006 | 45,006 | 133,676 CHF | 134,126 CHF | 100.00% | 100.00% |
05/07/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 132,603 CHF | 133,063 CHF | 99.99% | 99.99% |
04/07/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 132,243 CHF | 132,703 CHF | 100.00% | 100.00% |
03/07/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 46,000 | 46,000 | 46,243 | 46,243 | 128,873 CHF | 129,336 CHF | 100.00% | 100.00% |
02/07/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 131,037 CHF | 131,497 CHF | 100.00% | 100.00% |