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 | 0.29% | 3.57 CHF | 3.58 CHF | 270,000 | 270,000 | 120,230 | 120,230 | 428,661 CHF | 429,868 CHF | 97.62% | 97.62% |
12/07/2024 | 0.30% | 3.60 CHF | 3.61 CHF | 270,000 | 270,000 | 119,182 | 119,182 | 418,280 CHF | 419,478 CHF | 100.00% | 100.00% |
11/07/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 270,000 | 270,000 | 118,159 | 118,159 | 443,267 CHF | 444,460 CHF | 99.90% | 99.90% |
10/07/2024 | 0.28% | 3.76 CHF | 3.77 CHF | 250,000 | 250,000 | 116,176 | 116,176 | 433,409 CHF | 434,576 CHF | 100.00% | 100.00% |
09/07/2024 | 0.29% | 3.66 CHF | 3.67 CHF | 270,000 | 270,000 | 122,793 | 122,793 | 445,612 CHF | 446,846 CHF | 91.35% | 91.35% |
08/07/2024 | 0.30% | 3.49 CHF | 3.50 CHF | 270,000 | 270,000 | 119,177 | 119,177 | 411,346 CHF | 412,545 CHF | 99.78% | 99.78% |
05/07/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 270,000 | 270,000 | 115,131 | 115,131 | 400,321 CHF | 401,476 CHF | 92.92% | 92.92% |
04/07/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 278,181 CHF | 278,981 CHF | 97.07% | 97.07% |
03/07/2024 | 0.32% | 3.39 CHF | 3.40 CHF | 270,000 | 270,000 | 124,878 | 124,878 | 405,021 CHF | 406,274 CHF | 95.05% | 95.05% |
02/07/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 290,000 | 290,000 | 122,981 | 122,981 | 402,123 CHF | 403,357 CHF | 94.31% | 94.31% |