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 | 0.28% | 3.54 CHF | 3.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,086,340 CHF | 363,114 CHF | 99.08% | 99.08% |
12/07/2024 | 0.29% | 3.62 CHF | 3.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,047,900 CHF | 350,301 CHF | 99.24% | 99.24% |
11/07/2024 | 0.28% | 3.52 CHF | 3.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,085,910 CHF | 362,970 CHF | 98.25% | 98.25% |
10/07/2024 | 0.29% | 3.57 CHF | 3.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,044,730 CHF | 349,243 CHF | 99.23% | 99.23% |
09/07/2024 | 0.28% | 3.47 CHF | 3.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,058,700 CHF | 353,898 CHF | 99.23% | 99.23% |
08/07/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,072,560 CHF | 358,521 CHF | 99.24% | 99.24% |
05/07/2024 | 0.28% | 3.52 CHF | 3.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,063,390 CHF | 355,464 CHF | 99.23% | 99.23% |
04/07/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,049,710 CHF | 350,902 CHF | 99.23% | 99.23% |
03/07/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,044,340 CHF | 349,115 CHF | 99.23% | 99.23% |
02/07/2024 | 0.30% | 3.34 CHF | 3.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 982,397 CHF | 328,466 CHF | 99.24% | 99.24% |