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% | 3.81 CHF | 3.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,143,490 CHF | 382,165 CHF | 98.51% | 98.51% |
12/07/2024 | 0.28% | 3.77 CHF | 3.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,083,930 CHF | 362,309 CHF | 99.25% | 99.25% |
11/07/2024 | 0.25% | 3.75 CHF | 3.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,179,270 CHF | 394,091 CHF | 98.01% | 98.01% |
10/07/2024 | 0.26% | 3.93 CHF | 3.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,166,000 CHF | 389,665 CHF | 99.16% | 99.16% |
09/07/2024 | 0.25% | 3.84 CHF | 3.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,186,310 CHF | 396,437 CHF | 99.36% | 99.36% |
08/07/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,148,810 CHF | 383,937 CHF | 99.36% | 99.36% |
05/07/2024 | 0.29% | 3.73 CHF | 3.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,050,290 CHF | 351,098 CHF | 99.24% | 99.24% |
04/07/2024 | 0.29% | 3.39 CHF | 3.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,024,050 CHF | 342,349 CHF | 99.37% | 99.37% |
03/07/2024 | 0.30% | 3.41 CHF | 3.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 984,546 CHF | 329,182 CHF | 99.40% | 99.40% |
02/07/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 934,658 CHF | 312,553 CHF | 99.16% | 99.16% |