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 | 80,000 | 80,000 | 80,000 | 80,000 | 276,312 CHF | 277,112 CHF | 100.00% | 100.00% |
12/07/2024 | 0.29% | 3.62 CHF | 3.63 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 273,903 CHF | 274,703 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 264,127 CHF | 264,927 CHF | 99.85% | 99.85% |
10/07/2024 | 0.32% | 3.21 CHF | 3.22 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 278,822 CHF | 279,722 CHF | 100.00% | 100.00% |
09/07/2024 | 0.32% | 2.96 CHF | 2.97 CHF | 80,000 | 80,000 | 79,735 | 79,735 | 248,258 CHF | 249,058 CHF | 100.00% | 100.00% |
08/07/2024 | 0.30% | 3.28 CHF | 3.29 CHF | 80,000 | 80,000 | 79,864 | 79,864 | 269,971 CHF | 270,771 CHF | 98.71% | 98.71% |
05/07/2024 | 0.29% | 3.30 CHF | 3.31 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 273,503 CHF | 274,303 CHF | 99.99% | 99.99% |
04/07/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 301,678 CHF | 302,578 CHF | 99.85% | 99.85% |
03/07/2024 | 0.31% | 3.27 CHF | 3.28 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 291,999 CHF | 292,899 CHF | 100.00% | 100.00% |
02/07/2024 | 0.34% | 3.02 CHF | 3.03 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 265,694 CHF | 266,594 CHF | 99.99% | 99.99% |