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 | 0.90% | 3.34 CHF | 3.37 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 132,269 CHF | 133,469 CHF | 100.00% | 100.00% |
12/07/2024 | 0.91% | 3.36 CHF | 3.39 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 130,633 CHF | 131,833 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 3.53 CHF | 3.56 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 146,758 CHF | 147,958 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 3.76 CHF | 3.79 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 146,258 CHF | 147,458 CHF | 100.00% | 100.00% |
09/07/2024 | 0.89% | 3.37 CHF | 3.40 CHF | 40,000 | 40,000 | 39,912 | 39,912 | 134,940 CHF | 136,140 CHF | 99.99% | 99.99% |
08/07/2024 | 0.96% | 3.13 CHF | 3.16 CHF | 40,000 | 40,000 | 39,932 | 39,932 | 124,709 CHF | 125,909 CHF | 100.00% | 100.00% |
05/07/2024 | 0.96% | 3.14 CHF | 3.17 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 124,569 CHF | 125,769 CHF | 99.92% | 99.92% |
04/07/2024 | 0.96% | 3.11 CHF | 3.14 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 124,192 CHF | 125,392 CHF | 100.00% | 100.00% |
03/07/2024 | 1.01% | 2.97 CHF | 3.00 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 118,506 CHF | 119,706 CHF | 100.00% | 100.00% |
02/07/2024 | 1.31% | 2.73 CHF | 2.76 CHF | 40,000 | 40,000 | 36,485 | 36,485 | 97,575 CHF | 98,775 CHF | 100.00% | 100.00% |