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 | 0.09% | 3.26 CHF | 3.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 84,518 CHF | 84,593 CHF | 96.87% | 96.87% |
12/07/2024 | 0.09% | 3.38 CHF | 3.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 79,605 CHF | 79,680 CHF | 93.85% | 93.85% |
11/07/2024 | 0.09% | 3.23 CHF | 3.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 84,471 CHF | 84,546 CHF | 96.15% | 96.15% |
10/07/2024 | 0.09% | 3.30 CHF | 3.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 79,415 CHF | 79,490 CHF | 96.72% | 96.72% |
09/07/2024 | 0.09% | 3.16 CHF | 3.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 81,214 CHF | 81,289 CHF | 98.88% | 98.88% |
08/07/2024 | 0.09% | 3.28 CHF | 3.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 83,027 CHF | 83,102 CHF | 96.03% | 96.03% |
05/07/2024 | 0.09% | 3.24 CHF | 3.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 81,775 CHF | 81,850 CHF | 98.94% | 98.94% |
04/07/2024 | 0.09% | 3.17 CHF | 3.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 80,057 CHF | 80,132 CHF | 99.17% | 99.17% |
03/07/2024 | 0.09% | 3.19 CHF | 3.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 79,377 CHF | 79,452 CHF | 92.22% | 92.22% |
02/07/2024 | 0.10% | 2.97 CHF | 2.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 71,853 CHF | 71,928 CHF | 99.92% | 99.92% |