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 | 0.44% | 2.30 CHF | 2.31 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,020,340 CHF | 227,742 CHF | 99.17% | 99.17% |
12/07/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,017,470 CHF | 227,105 CHF | 99.17% | 99.17% |
11/07/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,030,960 CHF | 230,101 CHF | 99.16% | 99.16% |
10/07/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,075,570 CHF | 240,017 CHF | 99.16% | 99.16% |
09/07/2024 | 0.43% | 2.40 CHF | 2.41 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,053,190 CHF | 235,042 CHF | 99.17% | 99.17% |
08/07/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,088,730 CHF | 242,940 CHF | 99.15% | 99.15% |
05/07/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,090,430 CHF | 243,317 CHF | 99.15% | 99.15% |
04/07/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,102,950 CHF | 246,100 CHF | 99.17% | 99.17% |
03/07/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,112,620 CHF | 248,249 CHF | 99.17% | 99.17% |
02/07/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,190,490 CHF | 265,553 CHF | 99.16% | 99.16% |