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 | 100,000 | 100,000 | 313,987 CHF | 314,987 CHF | 99.39% | 99.39% |
12/07/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 313,329 CHF | 314,329 CHF | 99.09% | 99.09% |
11/07/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 311,385 CHF | 312,385 CHF | 97.66% | 97.66% |
10/07/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 310,373 CHF | 311,373 CHF | 95.47% | 95.47% |
09/07/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 309,304 CHF | 310,304 CHF | 99.06% | 99.06% |
08/07/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 307,801 CHF | 308,801 CHF | 99.24% | 99.24% |
05/07/2024 | 0.32% | 3.08 CHF | 3.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 308,223 CHF | 309,223 CHF | 99.39% | 99.39% |
04/07/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 311,076 CHF | 312,076 CHF | 99.39% | 99.39% |
03/07/2024 | 0.31% | 3.17 CHF | 3.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 317,684 CHF | 318,684 CHF | 98.62% | 98.62% |
02/07/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 316,602 CHF | 317,602 CHF | 99.07% | 99.07% |