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 | 0.61% | 3.24 CHF | 3.26 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 65,239 CHF | 65,639 CHF | 97.52% | 97.52% |
12/07/2024 | 0.92% | 3.18 CHF | 3.21 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 65,192 CHF | 65,792 CHF | 84.28% | 84.28% |
11/07/2024 | 0.88% | 3.31 CHF | 3.34 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 67,529 CHF | 68,129 CHF | 99.35% | 99.35% |
10/07/2024 | 0.84% | 3.43 CHF | 3.46 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 70,853 CHF | 71,453 CHF | 99.55% | 99.55% |
09/07/2024 | 0.87% | 3.45 CHF | 3.48 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 68,933 CHF | 69,533 CHF | 99.57% | 99.57% |
08/07/2024 | 0.88% | 3.39 CHF | 3.42 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 67,644 CHF | 68,244 CHF | 99.30% | 99.30% |
05/07/2024 | 0.61% | 3.40 CHF | 3.42 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 65,867 CHF | 66,267 CHF | 97.93% | 97.93% |
04/07/2024 | 0.90% | 3.30 CHF | 3.33 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 66,313 CHF | 66,913 CHF | 98.47% | 98.47% |
03/07/2024 | 0.88% | 3.41 CHF | 3.44 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 68,048 CHF | 68,648 CHF | 95.88% | 95.88% |
02/07/2024 | 0.83% | 3.63 CHF | 3.66 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 72,290 CHF | 72,890 CHF | 93.37% | 93.37% |