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 | 0.28% | 3.53 CHF | 3.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,060,410 CHF | 354,469 CHF | 99.16% | 99.16% |
12/07/2024 | 0.29% | 3.52 CHF | 3.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,018,540 CHF | 340,513 CHF | 99.25% | 99.25% |
11/07/2024 | 0.28% | 3.45 CHF | 3.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,084,930 CHF | 362,644 CHF | 99.22% | 99.22% |
10/07/2024 | 0.29% | 3.58 CHF | 3.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,047,530 CHF | 350,177 CHF | 99.23% | 99.23% |
09/07/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,040,650 CHF | 347,883 CHF | 99.23% | 99.23% |
08/07/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,031,690 CHF | 344,898 CHF | 99.21% | 99.21% |
05/07/2024 | 0.28% | 3.42 CHF | 3.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,085,720 CHF | 362,907 CHF | 98.45% | 98.45% |
04/07/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,105,080 CHF | 369,359 CHF | 99.23% | 99.23% |
03/07/2024 | 0.28% | 3.59 CHF | 3.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,055,510 CHF | 352,835 CHF | 99.21% | 99.21% |
02/07/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,023,050 CHF | 342,016 CHF | 99.20% | 99.20% |