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 | 0.27% | 3.76 CHF | 3.77 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 839,459 CHF | 280,570 CHF | 99.57% | 99.57% |
12/07/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 830,734 CHF | 277,661 CHF | 99.25% | 99.25% |
11/07/2024 | 0.27% | 3.62 CHF | 3.63 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 837,815 CHF | 280,022 CHF | 99.48% | 99.48% |
10/07/2024 | 0.27% | 3.72 CHF | 3.73 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 829,412 CHF | 277,220 CHF | 99.59% | 99.59% |
09/07/2024 | 0.27% | 3.62 CHF | 3.63 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 825,934 CHF | 276,061 CHF | 99.53% | 99.53% |
08/07/2024 | 0.26% | 3.75 CHF | 3.76 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 857,277 CHF | 286,509 CHF | 99.60% | 99.60% |
05/07/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 842,380 CHF | 281,543 CHF | 99.43% | 99.43% |
04/07/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 832,889 CHF | 278,380 CHF | 99.57% | 99.57% |
03/07/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 806,584 CHF | 269,611 CHF | 99.57% | 99.57% |
02/07/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 769,076 CHF | 257,109 CHF | 99.51% | 99.51% |