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% | 3.66 CHF | 3.67 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 366,187 CHF | 183,594 CHF | 97.68% | 97.68% |
12/07/2024 | 0.27% | 3.67 CHF | 3.68 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 368,460 CHF | 184,730 CHF | 97.81% | 97.81% |
11/07/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 370,542 CHF | 185,771 CHF | 98.79% | 98.79% |
10/07/2024 | 0.27% | 3.66 CHF | 3.67 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 365,607 CHF | 183,304 CHF | 98.74% | 98.74% |
09/07/2024 | 0.26% | 3.80 CHF | 3.81 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 381,664 CHF | 191,332 CHF | 98.39% | 98.39% |
08/07/2024 | 0.26% | 3.81 CHF | 3.82 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 380,183 CHF | 190,592 CHF | 98.81% | 98.81% |
05/07/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 385,040 CHF | 193,020 CHF | 98.24% | 98.24% |
04/07/2024 | 0.25% | 3.94 CHF | 3.95 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 395,526 CHF | 198,263 CHF | 98.59% | 98.59% |
03/07/2024 | 0.25% | 3.97 CHF | 3.98 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 394,705 CHF | 197,852 CHF | 98.73% | 98.73% |
02/07/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 403,935 CHF | 202,468 CHF | 98.26% | 98.26% |