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 | 0.27% | 3.70 CHF | 3.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,108,110 CHF | 370,370 CHF | 98.33% | 98.33% |
12/07/2024 | 0.29% | 3.65 CHF | 3.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,048,680 CHF | 350,560 CHF | 99.24% | 99.24% |
11/07/2024 | 0.26% | 3.63 CHF | 3.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,144,210 CHF | 382,404 CHF | 98.10% | 98.10% |
10/07/2024 | 0.27% | 3.81 CHF | 3.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,130,560 CHF | 377,852 CHF | 99.18% | 99.18% |
09/07/2024 | 0.26% | 3.72 CHF | 3.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,151,300 CHF | 384,766 CHF | 99.42% | 99.42% |
08/07/2024 | 0.27% | 3.78 CHF | 3.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,113,580 CHF | 372,194 CHF | 99.39% | 99.39% |
05/07/2024 | 0.30% | 3.61 CHF | 3.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,015,140 CHF | 339,381 CHF | 99.39% | 99.39% |
04/07/2024 | 0.30% | 3.27 CHF | 3.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 988,540 CHF | 330,513 CHF | 99.37% | 99.37% |
03/07/2024 | 0.32% | 3.30 CHF | 3.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 949,072 CHF | 317,357 CHF | 99.16% | 99.16% |
02/07/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 899,298 CHF | 300,766 CHF | 99.41% | 99.41% |