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% | 3.02 CHF | 3.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 899,374 CHF | 300,791 CHF | 97.29% | 97.29% |
12/07/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 892,194 CHF | 298,398 CHF | 97.63% | 97.63% |
11/07/2024 | 0.33% | 2.98 CHF | 2.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 897,517 CHF | 300,172 CHF | 98.47% | 98.47% |
10/07/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 921,064 CHF | 308,021 CHF | 98.54% | 98.54% |
09/07/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 922,959 CHF | 308,653 CHF | 98.61% | 98.61% |
08/07/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 906,162 CHF | 303,054 CHF | 96.99% | 96.99% |
05/07/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 901,854 CHF | 301,618 CHF | 98.03% | 98.03% |
04/07/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 909,038 CHF | 304,013 CHF | 93.51% | 93.51% |
03/07/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 909,980 CHF | 304,327 CHF | 98.16% | 98.16% |
02/07/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 919,437 CHF | 307,479 CHF | 98.21% | 98.21% |