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 | 0.27% | 3.70 CHF | 3.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,108,960 CHF | 370,653 CHF | 98.45% | 98.45% |
12/07/2024 | 0.29% | 3.65 CHF | 3.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,050,290 CHF | 351,097 CHF | 99.17% | 99.17% |
11/07/2024 | 0.26% | 3.63 CHF | 3.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,145,320 CHF | 382,773 CHF | 97.82% | 97.82% |
10/07/2024 | 0.26% | 3.81 CHF | 3.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,131,530 CHF | 378,177 CHF | 99.21% | 99.21% |
09/07/2024 | 0.26% | 3.73 CHF | 3.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,152,420 CHF | 385,140 CHF | 99.28% | 99.28% |
08/07/2024 | 0.27% | 3.79 CHF | 3.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,114,840 CHF | 372,614 CHF | 99.34% | 99.34% |
05/07/2024 | 0.29% | 3.62 CHF | 3.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,016,260 CHF | 339,754 CHF | 99.29% | 99.29% |
04/07/2024 | 0.30% | 3.28 CHF | 3.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 990,258 CHF | 331,086 CHF | 99.37% | 99.37% |
03/07/2024 | 0.31% | 3.30 CHF | 3.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 951,143 CHF | 318,048 CHF | 99.16% | 99.16% |
02/07/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 902,090 CHF | 301,697 CHF | 99.06% | 99.06% |