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 | 0.31% | 3.29 CHF | 3.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 973,928 CHF | 325,643 CHF | 99.39% | 99.39% |
12/07/2024 | 0.32% | 3.08 CHF | 3.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 935,407 CHF | 312,802 CHF | 99.42% | 99.42% |
11/07/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 978,734 CHF | 327,244 CHF | 98.07% | 98.07% |
10/07/2024 | 0.29% | 3.34 CHF | 3.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,016,810 CHF | 339,936 CHF | 98.90% | 98.90% |
09/07/2024 | 0.30% | 3.45 CHF | 3.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,015,310 CHF | 339,437 CHF | 99.41% | 99.41% |
08/07/2024 | 0.31% | 3.35 CHF | 3.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 970,230 CHF | 324,410 CHF | 99.41% | 99.41% |
05/07/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 934,167 CHF | 312,389 CHF | 99.14% | 99.14% |
04/07/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 940,860 CHF | 314,620 CHF | 99.38% | 99.38% |
03/07/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 940,262 CHF | 314,421 CHF | 99.42% | 99.42% |
02/07/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 970,430 CHF | 324,477 CHF | 99.31% | 99.31% |