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% | 3.28 CHF | 3.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 982,735 CHF | 328,578 CHF | 98.48% | 98.48% |
12/07/2024 | 0.32% | 3.23 CHF | 3.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 925,088 CHF | 309,363 CHF | 99.19% | 99.19% |
11/07/2024 | 0.29% | 3.22 CHF | 3.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,018,750 CHF | 340,583 CHF | 98.09% | 98.09% |
10/07/2024 | 0.30% | 3.39 CHF | 3.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,005,280 CHF | 336,093 CHF | 99.18% | 99.18% |
09/07/2024 | 0.29% | 3.31 CHF | 3.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,026,400 CHF | 343,132 CHF | 99.40% | 99.40% |
08/07/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 989,531 CHF | 330,844 CHF | 99.38% | 99.38% |
05/07/2024 | 0.34% | 3.21 CHF | 3.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 891,172 CHF | 298,057 CHF | 99.28% | 99.28% |
04/07/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 865,178 CHF | 289,393 CHF | 99.37% | 99.37% |
03/07/2024 | 0.36% | 2.89 CHF | 2.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 826,880 CHF | 276,627 CHF | 99.39% | 99.39% |
02/07/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 778,768 CHF | 260,589 CHF | 99.29% | 99.29% |