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% | 2.99 CHF | 3.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 895,789 CHF | 299,596 CHF | 86.33% | 86.33% |
12/07/2024 | 0.32% | 3.07 CHF | 3.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 934,128 CHF | 312,376 CHF | 99.42% | 99.42% |
11/07/2024 | 0.30% | 3.24 CHF | 3.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 993,203 CHF | 332,068 CHF | 98.10% | 98.10% |
10/07/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 962,824 CHF | 321,941 CHF | 96.00% | 96.00% |
09/07/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 970,742 CHF | 324,581 CHF | 96.78% | 96.78% |
08/07/2024 | 0.33% | 3.15 CHF | 3.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 921,686 CHF | 308,229 CHF | 93.04% | 93.04% |
05/07/2024 | 0.32% | 3.05 CHF | 3.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 950,506 CHF | 317,835 CHF | 95.63% | 95.63% |
04/07/2024 | 0.31% | 3.17 CHF | 3.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 960,567 CHF | 321,189 CHF | 99.41% | 99.41% |
03/07/2024 | 0.32% | 3.26 CHF | 3.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 941,253 CHF | 314,751 CHF | 97.84% | 97.84% |
02/07/2024 | 0.34% | 3.17 CHF | 3.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 892,636 CHF | 298,545 CHF | 99.31% | 99.31% |