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 | 0.35% | 2.81 CHF | 2.82 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 639,583 CHF | 142,630 CHF | 99.27% | 99.27% |
12/07/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 641,921 CHF | 143,149 CHF | 99.27% | 99.27% |
11/07/2024 | 0.31% | 3.17 CHF | 3.18 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 721,494 CHF | 160,832 CHF | 99.27% | 99.27% |
10/07/2024 | 0.31% | 3.31 CHF | 3.32 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 736,408 CHF | 164,146 CHF | 99.27% | 99.27% |
09/07/2024 | 0.30% | 3.26 CHF | 3.27 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 737,216 CHF | 164,326 CHF | 99.27% | 99.27% |
08/07/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 727,821 CHF | 162,238 CHF | 99.24% | 99.24% |
05/07/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 717,992 CHF | 160,054 CHF | 99.27% | 99.27% |
04/07/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 712,720 CHF | 158,882 CHF | 99.27% | 99.27% |
03/07/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 702,744 CHF | 156,665 CHF | 99.01% | 99.01% |
02/07/2024 | 0.35% | 2.94 CHF | 2.95 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 650,499 CHF | 145,055 CHF | 99.27% | 99.27% |