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 | 0.31% | 3.17 CHF | 3.18 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,594,880 CHF | 319,976 CHF | 99.27% | 99.27% |
12/07/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,569,390 CHF | 314,878 CHF | 99.27% | 99.27% |
11/07/2024 | 0.31% | 3.15 CHF | 3.16 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,585,720 CHF | 318,144 CHF | 99.27% | 99.27% |
10/07/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,554,120 CHF | 311,825 CHF | 99.27% | 99.27% |
09/07/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,573,960 CHF | 315,791 CHF | 99.27% | 99.27% |
08/07/2024 | 0.33% | 3.12 CHF | 3.13 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,525,910 CHF | 306,181 CHF | 99.25% | 99.25% |
05/07/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,476,490 CHF | 296,299 CHF | 99.27% | 99.27% |
04/07/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,470,750 CHF | 295,151 CHF | 99.27% | 99.27% |
03/07/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,446,560 CHF | 290,311 CHF | 99.27% | 99.27% |
02/07/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,463,100 CHF | 293,620 CHF | 99.26% | 99.26% |