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% | 3.11 CHF | 3.12 CHF | 100,000 | 100,000 | 42,424 | 42,424 | 132,222 CHF | 132,647 CHF | 99.37% | 99.37% |
12/07/2024 | 0.34% | 3.10 CHF | 3.11 CHF | 100,000 | 100,000 | 43,316 | 43,316 | 130,222 CHF | 130,656 CHF | 100.00% | 100.00% |
11/07/2024 | 0.32% | 3.03 CHF | 3.04 CHF | 102,000 | 102,000 | 42,332 | 42,332 | 133,420 CHF | 133,846 CHF | 99.98% | 99.98% |
10/07/2024 | 0.33% | 3.16 CHF | 3.17 CHF | 100,000 | 100,000 | 42,634 | 42,634 | 132,163 CHF | 132,590 CHF | 100.00% | 100.00% |
09/07/2024 | 0.34% | 3.07 CHF | 3.08 CHF | 100,000 | 100,000 | 43,027 | 43,027 | 132,133 CHF | 132,564 CHF | 99.95% | 99.95% |
08/07/2024 | 0.34% | 3.04 CHF | 3.05 CHF | 102,000 | 102,000 | 43,471 | 43,471 | 131,615 CHF | 132,051 CHF | 99.86% | 99.86% |
05/07/2024 | 0.32% | 3.00 CHF | 3.01 CHF | 102,000 | 102,000 | 42,397 | 42,397 | 133,194 CHF | 133,619 CHF | 99.64% | 99.64% |
04/07/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 30,000 | 30,000 | 27,318 | 27,318 | 89,090 CHF | 89,363 CHF | 98.99% | 98.99% |
03/07/2024 | 0.33% | 3.17 CHF | 3.18 CHF | 98,000 | 98,000 | 42,317 | 42,317 | 131,246 CHF | 131,670 CHF | 100.00% | 100.00% |
02/07/2024 | 0.34% | 3.02 CHF | 3.03 CHF | 102,000 | 102,000 | 43,318 | 43,318 | 129,520 CHF | 129,954 CHF | 98.82% | 98.82% |