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 | 0.29% | 3.33 CHF | 3.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,021,640 CHF | 341,546 CHF | 99.08% | 99.08% |
12/07/2024 | 0.30% | 3.40 CHF | 3.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 983,163 CHF | 328,721 CHF | 99.24% | 99.24% |
11/07/2024 | 0.29% | 3.30 CHF | 3.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,021,370 CHF | 341,458 CHF | 98.25% | 98.25% |
10/07/2024 | 0.31% | 3.35 CHF | 3.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 980,233 CHF | 327,744 CHF | 99.24% | 99.24% |
09/07/2024 | 0.30% | 3.25 CHF | 3.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 994,134 CHF | 332,378 CHF | 99.23% | 99.23% |
08/07/2024 | 0.30% | 3.33 CHF | 3.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,007,980 CHF | 336,992 CHF | 99.23% | 99.23% |
05/07/2024 | 0.30% | 3.31 CHF | 3.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 998,893 CHF | 333,964 CHF | 99.23% | 99.23% |
04/07/2024 | 0.30% | 3.26 CHF | 3.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 985,235 CHF | 329,412 CHF | 99.23% | 99.23% |
03/07/2024 | 0.31% | 3.27 CHF | 3.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 979,947 CHF | 327,649 CHF | 99.23% | 99.23% |
02/07/2024 | 0.33% | 3.12 CHF | 3.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 918,226 CHF | 307,075 CHF | 99.23% | 99.23% |