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% | 3.17 CHF | 3.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 949,826 CHF | 317,609 CHF | 98.43% | 98.43% |
12/07/2024 | 0.34% | 3.12 CHF | 3.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 890,635 CHF | 297,878 CHF | 99.24% | 99.24% |
11/07/2024 | 0.30% | 3.10 CHF | 3.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 985,768 CHF | 329,589 CHF | 98.04% | 98.04% |
10/07/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 971,989 CHF | 324,996 CHF | 99.22% | 99.22% |
09/07/2024 | 0.30% | 3.20 CHF | 3.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 992,992 CHF | 331,997 CHF | 99.40% | 99.40% |
08/07/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 955,781 CHF | 319,594 CHF | 99.36% | 99.36% |
05/07/2024 | 0.35% | 3.08 CHF | 3.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 856,896 CHF | 286,632 CHF | 99.35% | 99.35% |
04/07/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 830,316 CHF | 277,772 CHF | 99.37% | 99.37% |
03/07/2024 | 0.38% | 2.77 CHF | 2.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 790,771 CHF | 264,590 CHF | 99.17% | 99.17% |
02/07/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 741,190 CHF | 248,063 CHF | 99.11% | 99.11% |