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 | 0.34% | 3.76 CHF | 3.77 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 77,374 CHF | 77,634 CHF | 99.53% | 99.53% |
12/07/2024 | 0.30% | 4.18 CHF | 4.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 92,111 CHF | 92,392 CHF | 99.47% | 99.47% |
11/07/2024 | 0.31% | 3.48 CHF | 3.49 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 99,741 CHF | 100,055 CHF | 99.50% | 99.50% |
10/07/2024 | 0.33% | 3.25 CHF | 3.26 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 92,222 CHF | 92,522 CHF | 99.59% | 99.59% |
09/07/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 77,614 CHF | 77,885 CHF | 99.52% | 99.52% |
08/07/2024 | 0.31% | 3.39 CHF | 3.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 86,192 CHF | 86,462 CHF | 99.39% | 99.51% |
05/07/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 89,950 CHF | 90,221 CHF | 99.39% | 99.50% |
04/07/2024 | 0.32% | 3.43 CHF | 3.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 84,343 CHF | 84,611 CHF | 99.52% | 99.52% |
03/07/2024 | 0.31% | 3.35 CHF | 3.36 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 97,459 CHF | 97,764 CHF | 99.59% | 99.59% |
02/07/2024 | 0.34% | 3.14 CHF | 3.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 78,930 CHF | 79,199 CHF | 99.29% | 99.29% |