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 | 0.37% | 2.72 CHF | 2.73 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,209,170 CHF | 269,705 CHF | 99.17% | 99.17% |
12/07/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,205,910 CHF | 268,980 CHF | 99.16% | 99.16% |
11/07/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,219,640 CHF | 272,031 CHF | 99.16% | 99.16% |
10/07/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,263,750 CHF | 281,834 CHF | 99.16% | 99.16% |
09/07/2024 | 0.36% | 2.82 CHF | 2.83 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,241,400 CHF | 276,866 CHF | 99.17% | 99.17% |
08/07/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,276,790 CHF | 284,731 CHF | 99.15% | 99.15% |
05/07/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,278,810 CHF | 285,181 CHF | 99.16% | 99.16% |
04/07/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,291,810 CHF | 288,068 CHF | 99.17% | 99.17% |
03/07/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,301,350 CHF | 290,190 CHF | 99.17% | 99.17% |
02/07/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,379,010 CHF | 307,446 CHF | 99.16% | 99.16% |