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 | 0.31% | 3.29 CHF | 3.30 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 731,969 CHF | 244,740 CHF | 99.72% | 99.72% |
12/07/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 723,446 CHF | 241,899 CHF | 99.45% | 99.45% |
11/07/2024 | 0.31% | 3.14 CHF | 3.15 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 730,755 CHF | 244,335 CHF | 99.54% | 99.54% |
10/07/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 722,527 CHF | 241,592 CHF | 99.58% | 99.58% |
09/07/2024 | 0.31% | 3.15 CHF | 3.16 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 719,112 CHF | 240,454 CHF | 99.58% | 99.58% |
08/07/2024 | 0.30% | 3.27 CHF | 3.28 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 750,568 CHF | 250,939 CHF | 99.59% | 99.59% |
05/07/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 735,742 CHF | 245,997 CHF | 99.55% | 99.55% |
04/07/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 726,451 CHF | 242,900 CHF | 99.57% | 99.57% |
03/07/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 700,552 CHF | 234,267 CHF | 99.49% | 99.49% |
02/07/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 663,742 CHF | 221,997 CHF | 99.58% | 99.58% |