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% | 3.10 CHF | 3.11 CHF | 120,000 | 120,000 | 116,737 | 116,737 | 365,559 CHF | 366,726 CHF | 100.00% | 100.00% |
12/07/2024 | 0.33% | 3.12 CHF | 3.13 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 366,613 CHF | 367,813 CHF | 100.00% | 100.00% |
11/07/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 120,000 | 120,000 | 119,932 | 119,932 | 359,788 CHF | 360,988 CHF | 99.82% | 99.82% |
10/07/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 351,262 CHF | 352,462 CHF | 99.16% | 99.16% |
09/07/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 120,000 | 120,000 | 119,848 | 119,848 | 353,804 CHF | 355,004 CHF | 99.73% | 99.73% |
08/07/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 352,762 CHF | 353,962 CHF | 99.99% | 99.99% |
05/07/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 357,533 CHF | 358,733 CHF | 99.81% | 99.81% |
04/07/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 357,797 CHF | 358,997 CHF | 100.00% | 100.00% |
03/07/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 354,754 CHF | 355,954 CHF | 100.00% | 100.00% |
02/07/2024 | 0.35% | 2.91 CHF | 2.92 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 346,959 CHF | 348,159 CHF | 100.00% | 100.00% |