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 | 0.32% | 3.16 CHF | 3.17 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 316,141 CHF | 158,570 CHF | 97.67% | 97.67% |
12/07/2024 | 0.31% | 3.17 CHF | 3.18 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 318,444 CHF | 159,722 CHF | 97.82% | 97.82% |
11/07/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 320,591 CHF | 160,796 CHF | 98.79% | 98.79% |
10/07/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 315,771 CHF | 158,385 CHF | 98.73% | 98.73% |
09/07/2024 | 0.30% | 3.30 CHF | 3.31 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 331,866 CHF | 166,433 CHF | 98.38% | 98.38% |
08/07/2024 | 0.30% | 3.31 CHF | 3.32 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 330,364 CHF | 165,682 CHF | 98.80% | 98.80% |
05/07/2024 | 0.30% | 3.35 CHF | 3.36 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 335,138 CHF | 168,069 CHF | 98.24% | 98.24% |
04/07/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 345,621 CHF | 173,310 CHF | 98.60% | 98.60% |
03/07/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 344,837 CHF | 172,919 CHF | 98.73% | 98.73% |
02/07/2024 | 0.28% | 3.51 CHF | 3.52 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 354,205 CHF | 177,603 CHF | 98.26% | 98.26% |