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% | 3.42 CHF | 3.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,024,450 CHF | 342,484 CHF | 98.43% | 98.43% |
12/07/2024 | 0.31% | 3.37 CHF | 3.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 966,354 CHF | 323,118 CHF | 99.33% | 99.33% |
11/07/2024 | 0.28% | 3.35 CHF | 3.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,060,330 CHF | 354,445 CHF | 98.09% | 98.09% |
10/07/2024 | 0.29% | 3.53 CHF | 3.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,046,910 CHF | 349,972 CHF | 99.17% | 99.17% |
09/07/2024 | 0.28% | 3.45 CHF | 3.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,068,070 CHF | 357,024 CHF | 99.36% | 99.36% |
08/07/2024 | 0.29% | 3.51 CHF | 3.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,030,710 CHF | 344,571 CHF | 99.38% | 99.38% |
05/07/2024 | 0.32% | 3.35 CHF | 3.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 932,248 CHF | 311,749 CHF | 99.28% | 99.28% |
04/07/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 906,105 CHF | 303,035 CHF | 99.37% | 99.37% |
03/07/2024 | 0.35% | 3.02 CHF | 3.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 867,635 CHF | 290,212 CHF | 99.24% | 99.24% |
02/07/2024 | 0.37% | 2.78 CHF | 2.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 819,208 CHF | 274,069 CHF | 99.11% | 99.11% |