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 | 0.34% | 2.99 CHF | 3.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 217,197 CHF | 217,947 CHF | 98.88% | 98.88% |
12/07/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 218,039 CHF | 218,789 CHF | 99.41% | 99.41% |
11/07/2024 | 0.32% | 2.95 CHF | 2.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 233,821 CHF | 234,571 CHF | 98.37% | 98.37% |
10/07/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 232,392 CHF | 233,142 CHF | 99.22% | 99.22% |
09/07/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 232,064 CHF | 232,814 CHF | 97.94% | 97.94% |
08/07/2024 | 0.32% | 3.08 CHF | 3.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 232,216 CHF | 232,966 CHF | 99.07% | 99.07% |
05/07/2024 | 0.33% | 3.12 CHF | 3.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 224,000 CHF | 224,750 CHF | 99.40% | 99.40% |
04/07/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 220,938 CHF | 221,688 CHF | 99.41% | 99.41% |
03/07/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 218,828 CHF | 219,578 CHF | 99.40% | 99.40% |
02/07/2024 | 0.36% | 2.85 CHF | 2.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 209,894 CHF | 210,644 CHF | 99.29% | 99.29% |