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 | 0.28% | 3.56 CHF | 3.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,066,540 CHF | 356,515 CHF | 98.33% | 98.33% |
12/07/2024 | 0.30% | 3.52 CHF | 3.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,008,010 CHF | 337,002 CHF | 99.30% | 99.30% |
11/07/2024 | 0.27% | 3.49 CHF | 3.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,102,560 CHF | 368,521 CHF | 98.11% | 98.11% |
10/07/2024 | 0.28% | 3.67 CHF | 3.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,088,940 CHF | 363,981 CHF | 99.23% | 99.23% |
09/07/2024 | 0.27% | 3.59 CHF | 3.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,110,140 CHF | 371,046 CHF | 99.38% | 99.38% |
08/07/2024 | 0.28% | 3.65 CHF | 3.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,072,540 CHF | 358,512 CHF | 99.34% | 99.34% |
05/07/2024 | 0.31% | 3.49 CHF | 3.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 974,100 CHF | 325,700 CHF | 99.31% | 99.31% |
04/07/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 947,913 CHF | 316,971 CHF | 99.37% | 99.37% |
03/07/2024 | 0.33% | 3.16 CHF | 3.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 908,926 CHF | 303,975 CHF | 99.39% | 99.39% |
02/07/2024 | 0.35% | 2.92 CHF | 2.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 860,286 CHF | 287,762 CHF | 99.07% | 99.07% |