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 | 0.27% | 3.74 CHF | 3.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,680,570 CHF | 561,691 CHF | 99.16% | 99.16% |
12/07/2024 | 0.27% | 3.74 CHF | 3.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,686,070 CHF | 563,523 CHF | 99.24% | 99.24% |
11/07/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,679,980 CHF | 561,494 CHF | 99.23% | 99.23% |
10/07/2024 | 0.27% | 3.74 CHF | 3.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,676,400 CHF | 560,300 CHF | 99.24% | 99.24% |
09/07/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,675,890 CHF | 560,131 CHF | 99.24% | 99.24% |
08/07/2024 | 0.27% | 3.74 CHF | 3.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,681,150 CHF | 561,882 CHF | 99.24% | 99.24% |
05/07/2024 | 0.26% | 3.79 CHF | 3.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,722,380 CHF | 575,628 CHF | 99.23% | 99.23% |
04/07/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,730,650 CHF | 578,382 CHF | 99.23% | 99.23% |
03/07/2024 | 0.26% | 3.78 CHF | 3.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,703,280 CHF | 569,261 CHF | 99.24% | 99.24% |
02/07/2024 | 0.26% | 3.80 CHF | 3.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,715,180 CHF | 573,225 CHF | 99.23% | 99.23% |