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 | 0.49% | 3.11 CHF | 3.12 CHF | 75,000 | 75,000 | 54,515 | 54,515 | 170,899 CHF | 171,649 CHF | 99.72% | 99.72% |
12/07/2024 | 0.60% | 3.13 CHF | 3.15 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 114,737 CHF | 115,429 CHF | 99.01% | 99.01% |
11/07/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 226,116 CHF | 226,866 CHF | 99.08% | 99.08% |
10/07/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 221,857 CHF | 222,607 CHF | 100.00% | 100.00% |
09/07/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 220,568 CHF | 221,318 CHF | 99.62% | 99.62% |
08/07/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 219,524 CHF | 220,274 CHF | 99.98% | 99.98% |
05/07/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 221,785 CHF | 222,535 CHF | 98.86% | 98.86% |
04/07/2024 | 0.35% | 2.91 CHF | 2.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 216,495 CHF | 217,245 CHF | 100.00% | 100.00% |
03/07/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 207,198 CHF | 207,948 CHF | 99.82% | 99.82% |
02/07/2024 | 0.37% | 2.74 CHF | 2.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 200,623 CHF | 201,373 CHF | 100.00% | 100.00% |