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% | 3.14 CHF | 3.15 CHF | 100,000 | 100,000 | 42,425 | 42,425 | 133,623 CHF | 134,048 CHF | 99.41% | 99.41% |
12/07/2024 | 0.34% | 3.13 CHF | 3.14 CHF | 100,000 | 100,000 | 43,319 | 43,319 | 131,665 CHF | 132,099 CHF | 100.00% | 100.00% |
11/07/2024 | 0.32% | 3.06 CHF | 3.07 CHF | 102,000 | 102,000 | 42,342 | 42,342 | 134,839 CHF | 135,265 CHF | 100.00% | 100.00% |
10/07/2024 | 0.33% | 3.20 CHF | 3.21 CHF | 100,000 | 100,000 | 42,633 | 42,633 | 133,586 CHF | 134,013 CHF | 100.00% | 100.00% |
09/07/2024 | 0.33% | 3.10 CHF | 3.11 CHF | 100,000 | 100,000 | 43,026 | 43,026 | 133,578 CHF | 134,009 CHF | 99.95% | 99.95% |
08/07/2024 | 0.33% | 3.08 CHF | 3.09 CHF | 102,000 | 102,000 | 43,474 | 43,474 | 133,063 CHF | 133,498 CHF | 99.86% | 99.86% |
05/07/2024 | 0.32% | 3.04 CHF | 3.05 CHF | 102,000 | 102,000 | 42,408 | 42,408 | 134,617 CHF | 135,042 CHF | 99.66% | 99.66% |
04/07/2024 | 0.30% | 3.31 CHF | 3.32 CHF | 30,000 | 30,000 | 27,318 | 27,318 | 89,966 CHF | 90,239 CHF | 99.00% | 99.00% |
03/07/2024 | 0.33% | 3.21 CHF | 3.22 CHF | 98,000 | 98,000 | 42,316 | 42,316 | 132,651 CHF | 133,075 CHF | 100.00% | 100.00% |
02/07/2024 | 0.34% | 3.06 CHF | 3.07 CHF | 102,000 | 102,000 | 43,312 | 43,312 | 130,961 CHF | 131,394 CHF | 98.81% | 98.81% |