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 | 0.26% | 3.92 CHF | 3.93 CHF | 270,000 | 270,000 | 120,302 | 120,302 | 470,413 CHF | 471,621 CHF | 97.47% | 97.47% |
12/07/2024 | 0.27% | 3.95 CHF | 3.96 CHF | 270,000 | 270,000 | 119,182 | 119,182 | 459,366 CHF | 460,563 CHF | 100.00% | 100.00% |
11/07/2024 | 0.25% | 3.92 CHF | 3.93 CHF | 270,000 | 270,000 | 118,142 | 118,142 | 484,023 CHF | 485,216 CHF | 99.89% | 99.89% |
10/07/2024 | 0.25% | 4.11 CHF | 4.12 CHF | 250,000 | 250,000 | 116,178 | 116,178 | 473,673 CHF | 474,839 CHF | 100.00% | 100.00% |
09/07/2024 | 0.26% | 4.01 CHF | 4.02 CHF | 270,000 | 270,000 | 121,429 | 121,429 | 482,568 CHF | 483,789 CHF | 94.33% | 94.33% |
08/07/2024 | 0.28% | 3.83 CHF | 3.84 CHF | 270,000 | 270,000 | 119,115 | 119,115 | 452,233 CHF | 453,431 CHF | 100.00% | 100.00% |
05/07/2024 | 0.27% | 3.78 CHF | 3.79 CHF | 260,000 | 260,000 | 117,574 | 117,574 | 449,301 CHF | 450,482 CHF | 98.91% | 98.91% |
04/07/2024 | 0.26% | 3.83 CHF | 3.84 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 305,945 CHF | 306,745 CHF | 97.17% | 97.17% |
03/07/2024 | 0.29% | 3.73 CHF | 3.74 CHF | 270,000 | 270,000 | 125,980 | 125,980 | 452,148 CHF | 453,413 CHF | 95.61% | 95.61% |
02/07/2024 | 0.28% | 3.59 CHF | 3.60 CHF | 290,000 | 290,000 | 123,885 | 123,885 | 448,063 CHF | 449,305 CHF | 94.02% | 94.02% |