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 | 0.45% | 2.25 CHF | 2.26 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,121,060 CHF | 225,212 CHF | 99.27% | 99.27% |
12/07/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,119,440 CHF | 224,889 CHF | 99.27% | 99.27% |
11/07/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,117,230 CHF | 224,447 CHF | 99.27% | 99.27% |
10/07/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,119,970 CHF | 224,994 CHF | 99.27% | 99.27% |
09/07/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,118,120 CHF | 224,625 CHF | 99.27% | 99.27% |
08/07/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,115,110 CHF | 224,023 CHF | 99.25% | 99.25% |
05/07/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,113,080 CHF | 223,616 CHF | 99.27% | 99.27% |
04/07/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,123,280 CHF | 225,655 CHF | 99.27% | 99.27% |
03/07/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,125,000 CHF | 225,999 CHF | 99.27% | 99.27% |
02/07/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,129,840 CHF | 226,967 CHF | 99.27% | 99.27% |