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 | 0.27% | 3.73 CHF | 3.74 CHF | 20,000 | 20,000 | 20,000 | 9,083 | 73,585 CHF | 33,568 CHF | 95.54% | 95.54% |
12/07/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 20,000 | 20,000 | 20,000 | 8,954 | 74,018 CHF | 33,158 CHF | 99.15% | 99.15% |
11/07/2024 | 0.26% | 3.70 CHF | 3.71 CHF | 20,000 | 20,000 | 20,000 | 8,995 | 77,529 CHF | 34,593 CHF | 97.69% | 97.69% |
10/07/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 20,000 | 20,000 | 20,000 | 9,007 | 76,748 CHF | 34,670 CHF | 97.98% | 97.98% |
09/07/2024 | 0.25% | 3.87 CHF | 3.88 CHF | 20,000 | 20,000 | 20,000 | 8,943 | 78,565 CHF | 35,084 CHF | 99.61% | 99.61% |
08/07/2024 | 0.25% | 3.91 CHF | 3.92 CHF | 20,000 | 20,000 | 20,000 | 9,007 | 78,831 CHF | 35,484 CHF | 97.80% | 97.80% |
05/07/2024 | 0.26% | 3.93 CHF | 3.94 CHF | 20,000 | 20,000 | 20,000 | 9,066 | 77,075 CHF | 35,193 CHF | 95.42% | 95.42% |
04/07/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 20,000 | 5,000 | 20,000 | 5,000 | 76,922 CHF | 19,281 CHF | 90.25% | 90.25% |
03/07/2024 | 0.26% | 3.83 CHF | 3.84 CHF | 20,000 | 20,000 | 20,000 | 8,987 | 76,362 CHF | 34,374 CHF | 97.24% | 97.24% |
02/07/2024 | 0.27% | 3.78 CHF | 3.79 CHF | 20,000 | 20,000 | 20,000 | 8,947 | 75,265 CHF | 33,801 CHF | 98.71% | 98.71% |