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% | 3.75 CHF | 3.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,127,660 CHF | 376,888 CHF | 99.17% | 99.17% |
12/07/2024 | 0.28% | 3.74 CHF | 3.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,085,390 CHF | 362,796 CHF | 99.25% | 99.25% |
11/07/2024 | 0.26% | 3.67 CHF | 3.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,152,020 CHF | 385,007 CHF | 99.21% | 99.21% |
10/07/2024 | 0.27% | 3.81 CHF | 3.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,114,620 CHF | 372,539 CHF | 99.23% | 99.23% |
09/07/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,107,970 CHF | 370,323 CHF | 99.22% | 99.22% |
08/07/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,098,840 CHF | 367,280 CHF | 99.21% | 99.21% |
05/07/2024 | 0.26% | 3.65 CHF | 3.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,152,970 CHF | 385,322 CHF | 98.44% | 98.44% |
04/07/2024 | 0.26% | 3.92 CHF | 3.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,172,800 CHF | 391,932 CHF | 99.23% | 99.23% |
03/07/2024 | 0.27% | 3.82 CHF | 3.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,122,930 CHF | 375,310 CHF | 99.19% | 99.19% |
02/07/2024 | 0.27% | 3.67 CHF | 3.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,090,420 CHF | 364,473 CHF | 99.21% | 99.21% |