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 | 0.26% | 3.84 CHF | 3.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,151,830 CHF | 384,942 CHF | 98.45% | 98.45% |
12/07/2024 | 0.27% | 3.80 CHF | 3.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,092,940 CHF | 365,314 CHF | 99.28% | 99.28% |
11/07/2024 | 0.25% | 3.77 CHF | 3.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,187,700 CHF | 396,900 CHF | 98.06% | 98.06% |
10/07/2024 | 0.26% | 3.96 CHF | 3.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,174,630 CHF | 392,542 CHF | 99.23% | 99.23% |
09/07/2024 | 0.25% | 3.87 CHF | 3.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,195,000 CHF | 399,333 CHF | 99.39% | 99.39% |
08/07/2024 | 0.26% | 3.93 CHF | 3.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,157,650 CHF | 386,883 CHF | 99.33% | 99.33% |
05/07/2024 | 0.28% | 3.76 CHF | 3.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,059,010 CHF | 354,002 CHF | 99.27% | 99.27% |
04/07/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,032,890 CHF | 345,298 CHF | 99.38% | 99.38% |
03/07/2024 | 0.30% | 3.44 CHF | 3.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 993,779 CHF | 332,260 CHF | 99.16% | 99.16% |
02/07/2024 | 0.32% | 3.20 CHF | 3.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 944,522 CHF | 315,841 CHF | 99.28% | 99.28% |