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% | 3.41 CHF | 3.42 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 341,127 CHF | 171,064 CHF | 97.67% | 97.67% |
12/07/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 343,427 CHF | 172,214 CHF | 97.83% | 97.83% |
11/07/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 345,534 CHF | 173,267 CHF | 98.79% | 98.79% |
10/07/2024 | 0.29% | 3.41 CHF | 3.42 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 340,658 CHF | 170,829 CHF | 98.76% | 98.76% |
09/07/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 356,731 CHF | 178,866 CHF | 98.39% | 98.39% |
08/07/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 355,248 CHF | 178,124 CHF | 98.80% | 98.80% |
05/07/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 360,060 CHF | 180,530 CHF | 98.26% | 98.26% |
04/07/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 370,549 CHF | 185,775 CHF | 98.59% | 98.59% |
03/07/2024 | 0.27% | 3.72 CHF | 3.73 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 369,736 CHF | 185,368 CHF | 98.73% | 98.73% |
02/07/2024 | 0.26% | 3.76 CHF | 3.77 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 379,051 CHF | 190,026 CHF | 98.26% | 98.26% |