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 | 0.37% | 3.22 CHF | 3.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 81,792 CHF | 82,096 CHF | 95.16% | 95.16% |
12/07/2024 | 0.38% | 3.32 CHF | 3.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 81,727 CHF | 82,038 CHF | 99.01% | 99.01% |
11/07/2024 | 0.39% | 3.25 CHF | 3.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 79,191 CHF | 79,500 CHF | 99.09% | 99.09% |
10/07/2024 | 0.38% | 3.06 CHF | 3.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 77,432 CHF | 77,725 CHF | 100.00% | 100.00% |
09/07/2024 | 0.36% | 3.17 CHF | 3.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 80,364 CHF | 80,656 CHF | 100.00% | 100.00% |
08/07/2024 | 0.36% | 3.20 CHF | 3.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 80,200 CHF | 80,490 CHF | 100.00% | 100.00% |
05/07/2024 | 0.38% | 3.15 CHF | 3.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 79,696 CHF | 80,002 CHF | 98.81% | 98.81% |
04/07/2024 | 0.37% | 3.23 CHF | 3.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 79,626 CHF | 79,924 CHF | 100.00% | 100.00% |
03/07/2024 | 0.38% | 3.09 CHF | 3.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 79,567 CHF | 79,874 CHF | 99.73% | 99.73% |
02/07/2024 | 0.40% | 3.15 CHF | 3.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 77,122 CHF | 77,435 CHF | 99.80% | 99.80% |