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 | 0.30% | 3.29 CHF | 3.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 984,954 CHF | 329,318 CHF | 98.31% | 98.31% |
12/07/2024 | 0.32% | 3.24 CHF | 3.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 925,656 CHF | 309,552 CHF | 99.24% | 99.24% |
11/07/2024 | 0.29% | 3.22 CHF | 3.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,020,550 CHF | 341,182 CHF | 98.13% | 98.13% |
10/07/2024 | 0.30% | 3.40 CHF | 3.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,007,340 CHF | 336,782 CHF | 99.18% | 99.18% |
09/07/2024 | 0.29% | 3.31 CHF | 3.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,027,840 CHF | 343,613 CHF | 99.40% | 99.40% |
08/07/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 990,734 CHF | 331,245 CHF | 99.38% | 99.38% |
05/07/2024 | 0.34% | 3.21 CHF | 3.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 891,767 CHF | 298,256 CHF | 99.33% | 99.33% |
04/07/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 865,263 CHF | 289,421 CHF | 99.36% | 99.36% |
03/07/2024 | 0.36% | 2.88 CHF | 2.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 825,547 CHF | 276,182 CHF | 99.39% | 99.39% |
02/07/2024 | 0.39% | 2.64 CHF | 2.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 775,861 CHF | 259,620 CHF | 99.25% | 99.25% |