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% | 3.06 CHF | 3.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 613,743 CHF | 615,743 CHF | 99.81% | 99.81% |
12/07/2024 | 0.32% | 3.06 CHF | 3.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 623,978 CHF | 625,978 CHF | 99.77% | 99.77% |
11/07/2024 | 0.31% | 3.13 CHF | 3.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 646,382 CHF | 648,382 CHF | 100.00% | 100.00% |
10/07/2024 | 0.30% | 3.27 CHF | 3.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 656,031 CHF | 658,031 CHF | 94.51% | 94.51% |
09/07/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 650,295 CHF | 652,295 CHF | 99.48% | 99.48% |
08/07/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 653,086 CHF | 655,086 CHF | 99.81% | 99.81% |
05/07/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 647,354 CHF | 649,354 CHF | 99.81% | 99.81% |
04/07/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 646,985 CHF | 648,985 CHF | 99.81% | 99.81% |
03/07/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 650,127 CHF | 652,127 CHF | 99.14% | 99.14% |
02/07/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 644,680 CHF | 646,680 CHF | 99.43% | 99.43% |