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 | 0.35% | 2.97 CHF | 2.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 574,815 CHF | 576,815 CHF | 100.00% | 100.00% |
12/07/2024 | 0.34% | 2.69 CHF | 2.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 596,678 CHF | 598,678 CHF | 99.85% | 99.85% |
11/07/2024 | 0.31% | 3.08 CHF | 3.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 650,128 CHF | 652,128 CHF | 81.92% | 81.92% |
10/07/2024 | 0.29% | 3.35 CHF | 3.36 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 691,545 CHF | 693,545 CHF | 96.20% | 96.20% |
09/07/2024 | 0.29% | 3.65 CHF | 3.66 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 681,452 CHF | 683,452 CHF | 99.67% | 99.67% |
08/07/2024 | 0.32% | 3.19 CHF | 3.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 616,529 CHF | 618,529 CHF | 100.00% | 100.00% |
05/07/2024 | 0.33% | 3.22 CHF | 3.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 608,533 CHF | 610,533 CHF | 98.74% | 98.74% |
04/07/2024 | 0.30% | 3.24 CHF | 3.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 657,163 CHF | 659,163 CHF | 100.00% | 100.00% |
03/07/2024 | 0.29% | 3.39 CHF | 3.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 698,870 CHF | 700,870 CHF | 99.06% | 99.06% |
02/07/2024 | 0.26% | 3.78 CHF | 3.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 770,212 CHF | 772,212 CHF | 99.41% | 99.41% |