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 | 0.34% | 3.06 CHF | 3.07 CHF | 270,000 | 270,000 | 120,179 | 120,179 | 367,223 CHF | 368,430 CHF | 97.71% | 97.71% |
12/07/2024 | 0.35% | 3.09 CHF | 3.10 CHF | 270,000 | 270,000 | 119,181 | 119,181 | 357,615 CHF | 358,813 CHF | 100.00% | 100.00% |
11/07/2024 | 0.32% | 3.07 CHF | 3.08 CHF | 270,000 | 270,000 | 118,145 | 118,145 | 382,783 CHF | 383,976 CHF | 99.89% | 99.89% |
10/07/2024 | 0.32% | 3.24 CHF | 3.25 CHF | 250,000 | 250,000 | 116,148 | 116,148 | 373,686 CHF | 374,852 CHF | 100.00% | 100.00% |
09/07/2024 | 0.34% | 3.15 CHF | 3.16 CHF | 270,000 | 270,000 | 119,694 | 119,694 | 372,637 CHF | 373,841 CHF | 98.42% | 98.42% |
08/07/2024 | 0.36% | 2.98 CHF | 2.99 CHF | 270,000 | 270,000 | 119,112 | 119,112 | 350,330 CHF | 351,528 CHF | 100.00% | 100.00% |
05/07/2024 | 0.35% | 2.93 CHF | 2.94 CHF | 270,000 | 270,000 | 119,577 | 119,577 | 354,362 CHF | 355,562 CHF | 99.28% | 99.28% |
04/07/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 237,185 CHF | 237,985 CHF | 98.08% | 98.08% |
03/07/2024 | 0.38% | 2.88 CHF | 2.89 CHF | 270,000 | 270,000 | 125,019 | 125,019 | 341,621 CHF | 342,875 CHF | 94.55% | 94.55% |
02/07/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 290,000 | 290,000 | 123,972 | 123,972 | 342,109 CHF | 343,353 CHF | 96.07% | 96.07% |