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% | 3.12 CHF | 3.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 621,705 CHF | 623,705 CHF | 100.00% | 100.00% |
12/07/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 619,711 CHF | 621,711 CHF | 99.77% | 99.77% |
11/07/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 611,492 CHF | 613,492 CHF | 100.00% | 100.00% |
10/07/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 600,998 CHF | 602,998 CHF | 94.70% | 94.70% |
09/07/2024 | 0.33% | 2.98 CHF | 2.99 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 599,562 CHF | 601,562 CHF | 99.67% | 99.67% |
08/07/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 597,935 CHF | 599,935 CHF | 100.00% | 100.00% |
05/07/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 597,513 CHF | 599,513 CHF | 100.00% | 100.00% |
04/07/2024 | 0.33% | 2.98 CHF | 2.99 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 596,796 CHF | 598,796 CHF | 100.00% | 100.00% |
03/07/2024 | 0.34% | 3.00 CHF | 3.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 595,102 CHF | 597,102 CHF | 99.33% | 99.33% |
02/07/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 586,637 CHF | 588,637 CHF | 99.61% | 99.61% |