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 | 0.33% | 2.95 CHF | 2.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 907,382 CHF | 303,461 CHF | 99.08% | 99.08% |
12/07/2024 | 0.34% | 3.02 CHF | 3.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 869,056 CHF | 290,685 CHF | 99.24% | 99.24% |
11/07/2024 | 0.33% | 2.92 CHF | 2.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 907,395 CHF | 303,465 CHF | 98.24% | 98.24% |
10/07/2024 | 0.35% | 2.97 CHF | 2.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 866,611 CHF | 289,870 CHF | 99.23% | 99.23% |
09/07/2024 | 0.34% | 2.87 CHF | 2.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 880,406 CHF | 294,469 CHF | 99.23% | 99.23% |
08/07/2024 | 0.33% | 2.95 CHF | 2.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 894,450 CHF | 299,150 CHF | 99.23% | 99.23% |
05/07/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 885,118 CHF | 296,039 CHF | 99.23% | 99.23% |
04/07/2024 | 0.34% | 2.88 CHF | 2.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 871,476 CHF | 291,492 CHF | 99.23% | 99.23% |
03/07/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 866,308 CHF | 289,769 CHF | 99.23% | 99.23% |
02/07/2024 | 0.37% | 2.75 CHF | 2.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 804,934 CHF | 269,312 CHF | 99.23% | 99.23% |