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% | 3.06 CHF | 3.07 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,835,540 CHF | 613,848 CHF | 99.16% | 99.16% |
12/07/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,817,080 CHF | 607,693 CHF | 95.50% | 95.50% |
11/07/2024 | 0.32% | 3.06 CHF | 3.07 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,848,030 CHF | 618,010 CHF | 98.05% | 98.05% |
10/07/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,870,740 CHF | 625,580 CHF | 99.24% | 99.24% |
09/07/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,884,920 CHF | 630,308 CHF | 97.60% | 97.60% |
08/07/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,886,860 CHF | 630,952 CHF | 98.45% | 98.45% |
05/07/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,880,960 CHF | 628,988 CHF | 99.18% | 99.18% |
04/07/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,881,390 CHF | 629,130 CHF | 98.56% | 98.56% |
03/07/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,893,080 CHF | 633,028 CHF | 99.11% | 99.11% |
02/07/2024 | 0.31% | 3.18 CHF | 3.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,918,340 CHF | 641,447 CHF | 99.24% | 99.24% |