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 | 0.47% | 2.14 CHF | 2.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,282,570 CHF | 429,525 CHF | 99.16% | 99.16% |
12/07/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,261,830 CHF | 422,611 CHF | 95.50% | 95.50% |
11/07/2024 | 0.46% | 2.13 CHF | 2.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,293,190 CHF | 433,062 CHF | 98.05% | 98.05% |
10/07/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,315,600 CHF | 440,532 CHF | 99.24% | 99.24% |
09/07/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,329,990 CHF | 445,329 CHF | 97.60% | 97.60% |
08/07/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,333,200 CHF | 446,400 CHF | 98.46% | 98.46% |
05/07/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,327,090 CHF | 444,364 CHF | 99.18% | 99.18% |
04/07/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,323,640 CHF | 443,212 CHF | 98.56% | 98.56% |
03/07/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,335,080 CHF | 447,028 CHF | 99.11% | 99.11% |
02/07/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,359,430 CHF | 455,145 CHF | 99.24% | 99.24% |