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% | 3.54 CHF | 3.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 738,892 CHF | 740,892 CHF | 100.00% | 100.00% |
12/07/2024 | 0.28% | 3.71 CHF | 3.72 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 723,197 CHF | 725,197 CHF | 99.97% | 99.97% |
11/07/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 693,699 CHF | 695,699 CHF | 98.84% | 98.84% |
10/07/2024 | 0.32% | 3.27 CHF | 3.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 624,203 CHF | 626,203 CHF | 96.18% | 96.18% |
09/07/2024 | 0.32% | 3.06 CHF | 3.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 632,858 CHF | 634,858 CHF | 99.62% | 99.62% |
08/07/2024 | 0.32% | 3.08 CHF | 3.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 617,192 CHF | 619,192 CHF | 100.00% | 100.00% |
05/07/2024 | 0.32% | 2.99 CHF | 3.00 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 624,199 CHF | 626,199 CHF | 100.00% | 100.00% |
04/07/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 617,215 CHF | 619,215 CHF | 100.00% | 100.00% |
03/07/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 606,130 CHF | 608,130 CHF | 99.32% | 99.32% |
02/07/2024 | 0.35% | 2.98 CHF | 2.99 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 574,727 CHF | 576,727 CHF | 99.47% | 99.47% |