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 | 0.26% | 3.83 CHF | 3.84 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 958,066 CHF | 384,226 CHF | 99.37% | 99.37% |
12/07/2024 | 0.27% | 3.78 CHF | 3.79 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 934,624 CHF | 374,850 CHF | 99.37% | 99.37% |
11/07/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 942,722 CHF | 378,089 CHF | 98.89% | 98.89% |
10/07/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 785,047 CHF | 315,019 CHF | 99.36% | 99.36% |
09/07/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 754,324 CHF | 302,729 CHF | 99.38% | 99.38% |
08/07/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 727,887 CHF | 292,155 CHF | 99.38% | 99.38% |
05/07/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 735,198 CHF | 295,079 CHF | 98.76% | 98.76% |
04/07/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 734,136 CHF | 294,654 CHF | 99.15% | 99.15% |
03/07/2024 | 0.30% | 3.21 CHF | 3.22 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 820,321 CHF | 329,129 CHF | 99.38% | 99.38% |
02/07/2024 | 0.28% | 3.50 CHF | 3.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 877,774 CHF | 352,110 CHF | 99.38% | 99.38% |