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 | 0.32% | 3.06 CHF | 3.07 CHF | 120,000 | 120,000 | 116,734 | 116,734 | 360,999 CHF | 362,166 CHF | 100.00% | 100.00% |
12/07/2024 | 0.33% | 3.08 CHF | 3.09 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 361,926 CHF | 363,126 CHF | 100.00% | 100.00% |
11/07/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 120,000 | 120,000 | 119,929 | 119,929 | 355,121 CHF | 356,321 CHF | 99.82% | 99.82% |
10/07/2024 | 0.35% | 2.93 CHF | 2.94 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 346,616 CHF | 347,816 CHF | 99.16% | 99.16% |
09/07/2024 | 0.34% | 2.88 CHF | 2.89 CHF | 120,000 | 120,000 | 119,847 | 119,847 | 349,170 CHF | 350,370 CHF | 99.77% | 99.77% |
08/07/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 348,284 CHF | 349,484 CHF | 100.00% | 100.00% |
05/07/2024 | 0.34% | 2.88 CHF | 2.89 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 352,914 CHF | 354,114 CHF | 99.81% | 99.81% |
04/07/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 353,105 CHF | 354,305 CHF | 100.00% | 100.00% |
03/07/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 350,118 CHF | 351,318 CHF | 100.00% | 100.00% |
02/07/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 342,346 CHF | 343,546 CHF | 100.00% | 100.00% |