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 | 225,000 | 75,000 | 225,000 | 75,000 | 778,889 CHF | 260,380 CHF | 99.16% | 99.16% |
12/07/2024 | 0.30% | 3.44 CHF | 3.45 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 751,192 CHF | 251,147 CHF | 99.16% | 99.16% |
11/07/2024 | 0.31% | 3.30 CHF | 3.31 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 729,385 CHF | 243,878 CHF | 99.16% | 99.16% |
10/07/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 700,610 CHF | 234,287 CHF | 99.17% | 99.17% |
09/07/2024 | 0.32% | 3.04 CHF | 3.05 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 702,699 CHF | 234,983 CHF | 99.17% | 99.17% |
08/07/2024 | 0.32% | 3.08 CHF | 3.09 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 700,501 CHF | 234,250 CHF | 99.16% | 99.16% |
05/07/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 679,503 CHF | 227,251 CHF | 99.15% | 99.15% |
04/07/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 646,511 CHF | 216,254 CHF | 99.17% | 99.17% |
03/07/2024 | 0.35% | 2.79 CHF | 2.80 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 634,192 CHF | 212,147 CHF | 99.15% | 99.15% |
02/07/2024 | 0.38% | 2.69 CHF | 2.70 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 590,218 CHF | 197,489 CHF | 99.17% | 99.17% |