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 | 0.48% | 2.10 CHF | 2.11 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,258,360 CHF | 526,817 CHF | 91.69% | 91.69% |
12/07/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,266,880 CHF | 530,365 CHF | 97.68% | 97.68% |
11/07/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,254,040 CHF | 525,015 CHF | 95.50% | 95.50% |
10/07/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,250,740 CHF | 523,643 CHF | 94.66% | 94.66% |
09/07/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,238,800 CHF | 518,665 CHF | 96.85% | 96.85% |
08/07/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,267,180 CHF | 530,492 CHF | 94.18% | 94.18% |
05/07/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,261,150 CHF | 527,979 CHF | 92.36% | 92.36% |
04/07/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,252,570 CHF | 524,404 CHF | 87.60% | 87.60% |
03/07/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,235,130 CHF | 517,136 CHF | 94.41% | 94.41% |
02/07/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,218,580 CHF | 510,240 CHF | 95.73% | 95.73% |