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 | 0.39% | 2.57 CHF | 2.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,541,250 CHF | 515,749 CHF | 99.16% | 99.16% |
12/07/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,522,450 CHF | 509,484 CHF | 95.50% | 95.50% |
11/07/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,553,760 CHF | 519,920 CHF | 98.06% | 98.06% |
10/07/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,575,960 CHF | 527,320 CHF | 99.24% | 99.24% |
09/07/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,589,380 CHF | 531,793 CHF | 97.60% | 97.60% |
08/07/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,591,690 CHF | 532,564 CHF | 98.46% | 98.46% |
05/07/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,586,290 CHF | 530,762 CHF | 99.17% | 99.17% |
04/07/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,584,430 CHF | 530,144 CHF | 98.56% | 98.56% |
03/07/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,595,610 CHF | 533,869 CHF | 99.11% | 99.11% |
02/07/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,619,680 CHF | 541,894 CHF | 99.24% | 99.24% |