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 | 0.29% | 3.42 CHF | 3.43 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,727,060 CHF | 346,412 CHF | 99.27% | 99.27% |
12/07/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,711,360 CHF | 343,272 CHF | 99.27% | 99.27% |
11/07/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,734,020 CHF | 347,803 CHF | 99.26% | 99.26% |
10/07/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,711,140 CHF | 343,228 CHF | 99.27% | 99.27% |
09/07/2024 | 0.29% | 3.38 CHF | 3.39 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,695,450 CHF | 340,089 CHF | 99.27% | 99.27% |
08/07/2024 | 0.29% | 3.36 CHF | 3.37 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,693,390 CHF | 339,677 CHF | 99.25% | 99.25% |
05/07/2024 | 0.30% | 3.27 CHF | 3.28 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,649,710 CHF | 330,942 CHF | 99.27% | 99.27% |
04/07/2024 | 0.30% | 3.30 CHF | 3.31 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,646,120 CHF | 330,224 CHF | 99.27% | 99.27% |
03/07/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,602,030 CHF | 321,406 CHF | 99.27% | 99.27% |
02/07/2024 | 0.31% | 3.29 CHF | 3.30 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,632,560 CHF | 327,512 CHF | 99.27% | 99.27% |