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 | 0.30% | 3.18 CHF | 3.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 655,830 CHF | 657,830 CHF | 100.00% | 100.00% |
12/07/2024 | 0.32% | 3.49 CHF | 3.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 634,618 CHF | 636,618 CHF | 99.85% | 99.85% |
11/07/2024 | 0.34% | 3.07 CHF | 3.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 581,218 CHF | 583,218 CHF | 81.91% | 81.91% |
10/07/2024 | 0.37% | 2.82 CHF | 2.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 541,585 CHF | 543,585 CHF | 96.18% | 96.18% |
09/07/2024 | 0.37% | 2.49 CHF | 2.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 546,337 CHF | 548,337 CHF | 99.65% | 99.65% |
08/07/2024 | 0.33% | 2.95 CHF | 2.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 611,621 CHF | 613,621 CHF | 100.00% | 100.00% |
05/07/2024 | 0.32% | 2.94 CHF | 2.95 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 625,766 CHF | 627,766 CHF | 98.75% | 98.75% |
04/07/2024 | 0.35% | 2.93 CHF | 2.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 577,193 CHF | 579,193 CHF | 100.00% | 100.00% |
03/07/2024 | 0.37% | 2.82 CHF | 2.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 542,155 CHF | 544,155 CHF | 99.13% | 99.13% |
02/07/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 471,645 CHF | 473,645 CHF | 99.49% | 99.49% |