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 | 0.33% | 2.93 CHF | 2.94 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,490,940 CHF | 299,188 CHF | 99.27% | 99.27% |
12/07/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,478,710 CHF | 296,742 CHF | 99.27% | 99.27% |
11/07/2024 | 0.33% | 2.95 CHF | 2.96 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,492,930 CHF | 299,585 CHF | 99.26% | 99.26% |
10/07/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,447,390 CHF | 290,477 CHF | 99.27% | 99.27% |
09/07/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,438,280 CHF | 288,655 CHF | 99.27% | 99.27% |
08/07/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,418,930 CHF | 284,786 CHF | 99.25% | 99.25% |
05/07/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,400,150 CHF | 281,030 CHF | 99.27% | 99.27% |
04/07/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,429,160 CHF | 286,831 CHF | 99.27% | 99.27% |
03/07/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,403,690 CHF | 281,738 CHF | 99.27% | 99.27% |
02/07/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,436,680 CHF | 288,337 CHF | 99.27% | 99.27% |