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 | 0.38% | 3.12 CHF | 3.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 79,332 CHF | 79,635 CHF | 95.21% | 95.21% |
12/07/2024 | 0.38% | 3.22 CHF | 3.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 79,266 CHF | 79,570 CHF | 99.01% | 99.01% |
11/07/2024 | 0.40% | 3.15 CHF | 3.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 76,691 CHF | 77,000 CHF | 99.09% | 99.09% |
10/07/2024 | 0.40% | 2.96 CHF | 2.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 74,942 CHF | 75,239 CHF | 100.00% | 100.00% |
09/07/2024 | 0.39% | 3.07 CHF | 3.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 77,891 CHF | 78,192 CHF | 100.00% | 100.00% |
08/07/2024 | 0.38% | 3.10 CHF | 3.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 77,730 CHF | 78,026 CHF | 99.99% | 99.99% |
05/07/2024 | 0.39% | 3.05 CHF | 3.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 77,236 CHF | 77,537 CHF | 98.81% | 98.81% |
04/07/2024 | 0.39% | 3.13 CHF | 3.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 77,154 CHF | 77,454 CHF | 100.00% | 100.00% |
03/07/2024 | 0.39% | 2.99 CHF | 3.01 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 77,087 CHF | 77,390 CHF | 99.73% | 99.73% |
02/07/2024 | 0.40% | 3.05 CHF | 3.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 74,647 CHF | 74,947 CHF | 98.52% | 98.52% |