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% | 3.35 CHF | 3.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 86,240 CHF | 86,490 CHF | 100.00% | 100.00% |
12/07/2024 | 0.29% | 3.62 CHF | 3.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 85,504 CHF | 85,754 CHF | 99.98% | 99.98% |
11/07/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 82,374 CHF | 82,624 CHF | 97.19% | 97.19% |
10/07/2024 | 0.32% | 3.20 CHF | 3.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 77,721 CHF | 77,971 CHF | 96.20% | 96.20% |
09/07/2024 | 0.32% | 2.97 CHF | 2.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 78,031 CHF | 78,281 CHF | 99.65% | 99.65% |
08/07/2024 | 0.29% | 3.29 CHF | 3.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 84,888 CHF | 85,138 CHF | 100.00% | 100.00% |
05/07/2024 | 0.29% | 3.30 CHF | 3.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 85,702 CHF | 85,952 CHF | 100.00% | 100.00% |
04/07/2024 | 0.30% | 3.39 CHF | 3.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 84,059 CHF | 84,309 CHF | 100.00% | 100.00% |
03/07/2024 | 0.31% | 3.29 CHF | 3.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 81,557 CHF | 81,807 CHF | 99.33% | 99.33% |
02/07/2024 | 0.34% | 3.03 CHF | 3.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 74,115 CHF | 74,365 CHF | 99.42% | 99.42% |