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 | 0.33% | 3.03 CHF | 3.04 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 183,540 CHF | 184,140 CHF | 100.00% | 100.00% |
12/07/2024 | 0.34% | 3.05 CHF | 3.06 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 178,773 CHF | 179,373 CHF | 98.12% | 98.12% |
11/07/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 175,939 CHF | 176,539 CHF | 99.84% | 99.84% |
10/07/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 172,518 CHF | 173,118 CHF | 99.83% | 99.83% |
09/07/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 171,392 CHF | 171,992 CHF | 100.00% | 100.00% |
08/07/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 170,684 CHF | 171,284 CHF | 100.00% | 100.00% |
05/07/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 172,489 CHF | 173,089 CHF | 100.00% | 100.00% |
04/07/2024 | 0.36% | 2.83 CHF | 2.84 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 168,292 CHF | 168,892 CHF | 100.00% | 100.00% |
03/07/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 160,907 CHF | 161,507 CHF | 99.51% | 99.51% |
02/07/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 155,672 CHF | 156,272 CHF | 100.00% | 100.00% |