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 | 0.26% | 3.76 CHF | 3.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,152,130 CHF | 385,043 CHF | 99.08% | 99.08% |
12/07/2024 | 0.27% | 3.84 CHF | 3.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,113,610 CHF | 372,205 CHF | 99.24% | 99.24% |
11/07/2024 | 0.26% | 3.74 CHF | 3.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,151,500 CHF | 384,834 CHF | 98.24% | 98.24% |
10/07/2024 | 0.27% | 3.79 CHF | 3.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,110,240 CHF | 371,082 CHF | 99.23% | 99.23% |
09/07/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,124,070 CHF | 375,690 CHF | 99.23% | 99.23% |
08/07/2024 | 0.26% | 3.77 CHF | 3.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,137,840 CHF | 380,281 CHF | 99.23% | 99.23% |
05/07/2024 | 0.27% | 3.74 CHF | 3.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,128,810 CHF | 377,270 CHF | 99.23% | 99.23% |
04/07/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,115,140 CHF | 372,713 CHF | 99.23% | 99.23% |
03/07/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,109,750 CHF | 370,917 CHF | 99.23% | 99.23% |
02/07/2024 | 0.29% | 3.56 CHF | 3.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,047,650 CHF | 350,218 CHF | 99.23% | 99.23% |