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 | 0.33% | 3.02 CHF | 3.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 899,529 CHF | 300,843 CHF | 97.32% | 97.32% |
12/07/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 892,340 CHF | 298,446 CHF | 97.61% | 97.61% |
11/07/2024 | 0.33% | 2.98 CHF | 2.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 897,705 CHF | 300,235 CHF | 98.46% | 98.46% |
10/07/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 921,250 CHF | 308,083 CHF | 98.52% | 98.52% |
09/07/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 923,107 CHF | 308,702 CHF | 98.62% | 98.62% |
08/07/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 906,320 CHF | 303,107 CHF | 97.00% | 97.00% |
05/07/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 901,991 CHF | 301,664 CHF | 98.04% | 98.04% |
04/07/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 909,211 CHF | 304,070 CHF | 93.50% | 93.50% |
03/07/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 910,119 CHF | 304,373 CHF | 98.15% | 98.15% |
02/07/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 919,575 CHF | 307,525 CHF | 98.21% | 98.21% |