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 | 0.32% | 3.11 CHF | 3.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 935,933 CHF | 312,978 CHF | 99.18% | 99.18% |
12/07/2024 | 0.34% | 3.11 CHF | 3.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 893,535 CHF | 298,845 CHF | 99.26% | 99.26% |
11/07/2024 | 0.31% | 3.04 CHF | 3.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 959,935 CHF | 320,978 CHF | 99.21% | 99.21% |
10/07/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 922,455 CHF | 308,485 CHF | 99.23% | 99.23% |
09/07/2024 | 0.33% | 3.07 CHF | 3.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 915,755 CHF | 306,252 CHF | 99.23% | 99.23% |
08/07/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 907,152 CHF | 303,384 CHF | 99.22% | 99.22% |
05/07/2024 | 0.31% | 3.01 CHF | 3.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 960,852 CHF | 321,284 CHF | 98.44% | 98.44% |
04/07/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 979,946 CHF | 327,649 CHF | 99.23% | 99.23% |
03/07/2024 | 0.32% | 3.18 CHF | 3.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 930,144 CHF | 311,048 CHF | 99.22% | 99.22% |
02/07/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 897,312 CHF | 300,104 CHF | 99.21% | 99.21% |