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 | 0.31% | 3.26 CHF | 3.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,465,450 CHF | 489,983 CHF | 99.16% | 99.16% |
12/07/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,471,150 CHF | 491,885 CHF | 99.24% | 99.24% |
11/07/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,465,350 CHF | 489,951 CHF | 99.23% | 99.23% |
10/07/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,462,390 CHF | 488,963 CHF | 99.24% | 99.24% |
09/07/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,461,800 CHF | 488,765 CHF | 99.24% | 99.24% |
08/07/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,467,370 CHF | 490,623 CHF | 99.23% | 99.23% |
05/07/2024 | 0.30% | 3.31 CHF | 3.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,508,330 CHF | 504,276 CHF | 99.23% | 99.23% |
04/07/2024 | 0.30% | 3.40 CHF | 3.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,516,520 CHF | 507,008 CHF | 99.23% | 99.23% |
03/07/2024 | 0.30% | 3.30 CHF | 3.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,489,390 CHF | 497,964 CHF | 99.23% | 99.23% |
02/07/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,501,860 CHF | 502,121 CHF | 99.23% | 99.23% |