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 | 0.29% | 3.49 CHF | 3.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,567,930 CHF | 524,143 CHF | 99.17% | 99.17% |
12/07/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,573,510 CHF | 526,002 CHF | 99.24% | 99.24% |
11/07/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,567,520 CHF | 524,008 CHF | 99.23% | 99.23% |
10/07/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,564,160 CHF | 522,886 CHF | 99.24% | 99.24% |
09/07/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,563,770 CHF | 522,757 CHF | 99.23% | 99.23% |
08/07/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,569,140 CHF | 524,546 CHF | 99.24% | 99.24% |
05/07/2024 | 0.28% | 3.54 CHF | 3.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,610,180 CHF | 538,225 CHF | 99.23% | 99.23% |
04/07/2024 | 0.28% | 3.63 CHF | 3.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,618,460 CHF | 540,988 CHF | 99.23% | 99.23% |
03/07/2024 | 0.28% | 3.53 CHF | 3.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,591,190 CHF | 531,895 CHF | 99.23% | 99.23% |
02/07/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,603,490 CHF | 535,996 CHF | 99.23% | 99.23% |