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% | 2.97 CHF | 2.98 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,500,170 CHF | 301,033 CHF | 99.27% | 99.27% |
12/07/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,484,870 CHF | 297,974 CHF | 99.27% | 99.27% |
11/07/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,507,430 CHF | 302,485 CHF | 99.26% | 99.26% |
10/07/2024 | 0.34% | 3.00 CHF | 3.01 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,484,720 CHF | 297,945 CHF | 99.27% | 99.27% |
09/07/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,468,620 CHF | 294,725 CHF | 99.27% | 99.27% |
08/07/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,467,100 CHF | 294,420 CHF | 99.25% | 99.25% |
05/07/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,422,880 CHF | 285,576 CHF | 99.27% | 99.27% |
04/07/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,419,860 CHF | 284,972 CHF | 99.27% | 99.27% |
03/07/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,375,710 CHF | 276,142 CHF | 99.27% | 99.27% |
02/07/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,406,520 CHF | 282,303 CHF | 99.26% | 99.26% |