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 | 0.29% | 3.47 CHF | 3.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,081,860 CHF | 695,954 CHF | 99.16% | 99.16% |
12/07/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,063,840 CHF | 689,946 CHF | 95.50% | 95.50% |
11/07/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,096,360 CHF | 700,786 CHF | 98.06% | 98.06% |
10/07/2024 | 0.28% | 3.52 CHF | 3.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,118,980 CHF | 708,326 CHF | 99.24% | 99.24% |
09/07/2024 | 0.28% | 3.53 CHF | 3.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,133,810 CHF | 713,270 CHF | 97.60% | 97.60% |
08/07/2024 | 0.28% | 3.57 CHF | 3.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,134,690 CHF | 713,562 CHF | 98.45% | 98.45% |
05/07/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,131,160 CHF | 712,385 CHF | 99.18% | 99.18% |
04/07/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,130,260 CHF | 712,086 CHF | 98.56% | 98.56% |
03/07/2024 | 0.28% | 3.54 CHF | 3.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,141,770 CHF | 715,923 CHF | 99.11% | 99.11% |
02/07/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,166,740 CHF | 724,248 CHF | 99.24% | 99.24% |