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% | 3.16 CHF | 3.17 CHF | 120,000 | 120,000 | 116,737 | 116,737 | 373,355 CHF | 374,522 CHF | 100.00% | 100.00% |
12/07/2024 | 0.32% | 3.19 CHF | 3.20 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 374,721 CHF | 375,921 CHF | 100.00% | 100.00% |
11/07/2024 | 0.33% | 3.08 CHF | 3.09 CHF | 120,000 | 120,000 | 119,929 | 119,929 | 367,720 CHF | 368,920 CHF | 99.82% | 99.82% |
10/07/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 359,338 CHF | 360,538 CHF | 99.16% | 99.16% |
09/07/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 120,000 | 120,000 | 119,848 | 119,848 | 361,870 CHF | 363,070 CHF | 99.76% | 99.76% |
08/07/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 360,800 CHF | 362,000 CHF | 100.00% | 100.00% |
05/07/2024 | 0.33% | 2.98 CHF | 2.99 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 365,644 CHF | 366,844 CHF | 99.81% | 99.81% |
04/07/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 365,706 CHF | 366,906 CHF | 100.00% | 100.00% |
03/07/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 362,785 CHF | 363,985 CHF | 100.00% | 100.00% |
02/07/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 355,134 CHF | 356,334 CHF | 100.00% | 100.00% |