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 | 0.29% | 3.46 CHF | 3.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,037,590 CHF | 346,865 CHF | 98.42% | 98.42% |
12/07/2024 | 0.31% | 3.42 CHF | 3.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 978,289 CHF | 327,096 CHF | 99.34% | 99.34% |
11/07/2024 | 0.28% | 3.39 CHF | 3.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,073,570 CHF | 358,857 CHF | 98.15% | 98.15% |
10/07/2024 | 0.28% | 3.57 CHF | 3.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,060,050 CHF | 354,350 CHF | 99.19% | 99.19% |
09/07/2024 | 0.28% | 3.49 CHF | 3.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,080,480 CHF | 361,161 CHF | 99.39% | 99.39% |
08/07/2024 | 0.29% | 3.55 CHF | 3.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,043,210 CHF | 348,737 CHF | 99.34% | 99.34% |
05/07/2024 | 0.32% | 3.38 CHF | 3.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 944,278 CHF | 315,760 CHF | 99.29% | 99.29% |
04/07/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 917,974 CHF | 306,991 CHF | 99.37% | 99.37% |
03/07/2024 | 0.34% | 3.06 CHF | 3.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 878,132 CHF | 293,711 CHF | 99.39% | 99.39% |
02/07/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 828,483 CHF | 277,161 CHF | 99.22% | 99.22% |