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% | 3.23 CHF | 3.24 CHF | 270,000 | 270,000 | 120,199 | 120,199 | 387,571 CHF | 388,777 CHF | 97.71% | 97.71% |
12/07/2024 | 0.33% | 3.26 CHF | 3.27 CHF | 270,000 | 270,000 | 119,182 | 119,182 | 377,700 CHF | 378,897 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 3.24 CHF | 3.25 CHF | 270,000 | 270,000 | 118,137 | 118,137 | 402,773 CHF | 403,966 CHF | 99.89% | 99.89% |
10/07/2024 | 0.31% | 3.42 CHF | 3.43 CHF | 250,000 | 250,000 | 116,159 | 116,159 | 393,481 CHF | 394,648 CHF | 100.00% | 100.00% |
09/07/2024 | 0.32% | 3.32 CHF | 3.33 CHF | 270,000 | 270,000 | 120,102 | 120,102 | 394,363 CHF | 395,571 CHF | 97.44% | 97.44% |
08/07/2024 | 0.34% | 3.15 CHF | 3.16 CHF | 270,000 | 270,000 | 119,112 | 119,112 | 370,429 CHF | 371,627 CHF | 100.00% | 100.00% |
05/07/2024 | 0.33% | 3.10 CHF | 3.11 CHF | 270,000 | 270,000 | 119,575 | 119,575 | 374,581 CHF | 375,781 CHF | 99.28% | 99.28% |
04/07/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 250,753 CHF | 251,553 CHF | 97.95% | 97.95% |
03/07/2024 | 0.36% | 3.04 CHF | 3.05 CHF | 270,000 | 270,000 | 122,402 | 122,402 | 354,921 CHF | 356,150 CHF | 91.04% | 91.04% |
02/07/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 290,000 | 290,000 | 124,195 | 124,195 | 363,641 CHF | 364,886 CHF | 95.52% | 95.52% |