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 | 0.42% | 2.29 CHF | 2.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,412,690 CHF | 472,897 CHF | 83.75% | 83.75% |
12/07/2024 | 0.38% | 2.50 CHF | 2.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,584,780 CHF | 530,262 CHF | 99.27% | 99.27% |
11/07/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,383,440 CHF | 463,146 CHF | 98.63% | 98.63% |
10/07/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,386,550 CHF | 464,184 CHF | 99.23% | 99.23% |
09/07/2024 | 0.41% | 2.37 CHF | 2.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,471,300 CHF | 492,433 CHF | 99.22% | 99.22% |
08/07/2024 | 0.40% | 2.41 CHF | 2.42 CHF | 600,000 | 200,000 | 599,867 | 199,872 | 1,496,200 CHF | 500,527 CHF | 99.21% | 99.21% |
05/07/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 580,000 | 200,000 | 599,884 | 199,868 | 1,492,810 CHF | 499,368 CHF | 99.20% | 99.20% |
04/07/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,540,290 CHF | 515,430 CHF | 99.23% | 99.23% |
03/07/2024 | 0.37% | 2.58 CHF | 2.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,602,440 CHF | 536,146 CHF | 99.22% | 99.22% |
02/07/2024 | 0.33% | 2.80 CHF | 2.81 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,810,030 CHF | 605,344 CHF | 97.50% | 97.50% |