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 | 0.30% | 3.22 CHF | 3.23 CHF | 810,000 | 810,000 | 810,000 | 810,000 | 2,661,690 CHF | 2,669,790 CHF | 99.10% | 99.10% |
12/07/2024 | 0.31% | 3.46 CHF | 3.47 CHF | 860,000 | 860,000 | 860,000 | 860,000 | 2,776,760 CHF | 2,785,360 CHF | 95.39% | 95.39% |
11/07/2024 | 0.36% | 3.15 CHF | 3.16 CHF | 880,000 | 880,000 | 864,146 | 864,146 | 2,635,850 CHF | 2,644,580 CHF | 99.10% | 99.10% |
10/07/2024 | 0.34% | 2.99 CHF | 3.00 CHF | 930,000 | 930,000 | 930,000 | 930,000 | 2,702,780 CHF | 2,712,080 CHF | 100.00% | 100.00% |
09/07/2024 | 0.34% | 2.78 CHF | 2.79 CHF | 860,000 | 860,000 | 856,988 | 856,988 | 2,508,950 CHF | 2,517,550 CHF | 100.00% | 100.00% |
08/07/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 870,000 | 870,000 | 868,541 | 868,541 | 2,747,830 CHF | 2,756,530 CHF | 99.59% | 99.59% |
05/07/2024 | 0.31% | 3.09 CHF | 3.10 CHF | 870,000 | 870,000 | 870,000 | 870,000 | 2,820,490 CHF | 2,829,190 CHF | 99.78% | 99.78% |
04/07/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 890,000 | 890,000 | 890,000 | 890,000 | 2,737,860 CHF | 2,746,760 CHF | 99.94% | 99.94% |
03/07/2024 | 0.34% | 3.02 CHF | 3.03 CHF | 940,000 | 940,000 | 940,000 | 940,000 | 2,771,970 CHF | 2,781,370 CHF | 100.00% | 100.00% |
02/07/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 2,468,650 CHF | 2,477,650 CHF | 98.88% | 98.88% |