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 | 0.31% | 3.11 CHF | 3.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 956,409 CHF | 319,803 CHF | 99.09% | 99.09% |
12/07/2024 | 0.33% | 3.18 CHF | 3.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 918,052 CHF | 307,017 CHF | 99.24% | 99.24% |
11/07/2024 | 0.31% | 3.09 CHF | 3.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 956,248 CHF | 319,750 CHF | 98.25% | 98.25% |
10/07/2024 | 0.33% | 3.14 CHF | 3.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 915,439 CHF | 306,146 CHF | 99.24% | 99.24% |
09/07/2024 | 0.32% | 3.04 CHF | 3.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 929,318 CHF | 310,773 CHF | 99.23% | 99.23% |
08/07/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 943,354 CHF | 315,451 CHF | 99.23% | 99.23% |
05/07/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 934,064 CHF | 312,355 CHF | 99.23% | 99.23% |
04/07/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 920,307 CHF | 307,769 CHF | 99.23% | 99.23% |
03/07/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 915,154 CHF | 306,051 CHF | 99.24% | 99.24% |
02/07/2024 | 0.35% | 2.91 CHF | 2.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 853,508 CHF | 285,503 CHF | 99.24% | 99.24% |