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 | 0.28% | 3.58 CHF | 3.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,072,810 CHF | 358,603 CHF | 98.45% | 98.45% |
12/07/2024 | 0.30% | 3.53 CHF | 3.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,013,360 CHF | 338,787 CHF | 99.19% | 99.19% |
11/07/2024 | 0.27% | 3.51 CHF | 3.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,108,900 CHF | 370,634 CHF | 98.06% | 98.06% |
10/07/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,095,060 CHF | 366,019 CHF | 99.17% | 99.17% |
09/07/2024 | 0.27% | 3.61 CHF | 3.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,115,950 CHF | 372,985 CHF | 99.38% | 99.38% |
08/07/2024 | 0.28% | 3.67 CHF | 3.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,078,200 CHF | 360,399 CHF | 99.39% | 99.39% |
05/07/2024 | 0.31% | 3.50 CHF | 3.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 979,698 CHF | 327,566 CHF | 99.32% | 99.32% |
04/07/2024 | 0.31% | 3.16 CHF | 3.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 953,333 CHF | 318,778 CHF | 99.38% | 99.38% |
03/07/2024 | 0.33% | 3.18 CHF | 3.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 913,668 CHF | 305,556 CHF | 99.38% | 99.38% |
02/07/2024 | 0.35% | 2.93 CHF | 2.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 863,793 CHF | 288,931 CHF | 99.14% | 99.14% |