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 | 0.39% | 2.52 CHF | 2.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,546,760 CHF | 517,586 CHF | 83.76% | 83.76% |
12/07/2024 | 0.35% | 2.72 CHF | 2.73 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,719,100 CHF | 575,034 CHF | 99.25% | 99.25% |
11/07/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,518,000 CHF | 508,001 CHF | 98.59% | 98.59% |
10/07/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,521,190 CHF | 509,062 CHF | 99.23% | 99.23% |
09/07/2024 | 0.37% | 2.60 CHF | 2.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,605,960 CHF | 537,321 CHF | 99.23% | 99.23% |
08/07/2024 | 0.37% | 2.64 CHF | 2.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,630,720 CHF | 545,572 CHF | 99.21% | 99.21% |
05/07/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,627,850 CHF | 544,616 CHF | 99.21% | 99.21% |
04/07/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,675,300 CHF | 560,434 CHF | 99.23% | 99.23% |
03/07/2024 | 0.34% | 2.81 CHF | 2.82 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,737,730 CHF | 581,244 CHF | 99.21% | 99.21% |
02/07/2024 | 0.31% | 3.02 CHF | 3.03 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,945,570 CHF | 650,522 CHF | 97.49% | 97.49% |