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 | 0.43% | 2.31 CHF | 2.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,040,280 CHF | 348,261 CHF | 93.43% | 93.43% |
12/07/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,040,640 CHF | 348,379 CHF | 95.34% | 95.34% |
11/07/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,048,750 CHF | 351,082 CHF | 97.74% | 97.74% |
10/07/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,060,110 CHF | 354,871 CHF | 98.60% | 98.60% |
09/07/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,052,240 CHF | 352,248 CHF | 97.45% | 97.45% |
08/07/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,046,540 CHF | 350,346 CHF | 96.10% | 96.10% |
05/07/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,040,800 CHF | 348,434 CHF | 97.97% | 97.97% |
04/07/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,043,130 CHF | 349,210 CHF | 97.66% | 97.66% |
03/07/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,049,460 CHF | 351,321 CHF | 97.39% | 97.39% |
02/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,063,520 CHF | 356,006 CHF | 96.84% | 96.84% |