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 | 0.27% | 3.56 CHF | 3.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 730,964 CHF | 732,964 CHF | 100.00% | 100.00% |
12/07/2024 | 0.28% | 3.87 CHF | 3.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 709,048 CHF | 711,048 CHF | 99.84% | 99.84% |
11/07/2024 | 0.31% | 3.44 CHF | 3.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 654,080 CHF | 656,080 CHF | 81.92% | 81.92% |
10/07/2024 | 0.33% | 3.18 CHF | 3.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 612,479 CHF | 614,479 CHF | 96.18% | 96.18% |
09/07/2024 | 0.32% | 2.84 CHF | 2.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 618,166 CHF | 620,166 CHF | 99.65% | 99.65% |
08/07/2024 | 0.29% | 3.32 CHF | 3.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 684,839 CHF | 686,839 CHF | 100.00% | 100.00% |
05/07/2024 | 0.29% | 3.30 CHF | 3.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 698,829 CHF | 700,829 CHF | 98.74% | 98.74% |
04/07/2024 | 0.31% | 3.29 CHF | 3.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 648,842 CHF | 650,842 CHF | 100.00% | 100.00% |
03/07/2024 | 0.33% | 3.17 CHF | 3.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 611,665 CHF | 613,665 CHF | 99.12% | 99.12% |
02/07/2024 | 0.37% | 2.76 CHF | 2.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 538,272 CHF | 540,272 CHF | 99.43% | 99.43% |