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 | 0.55% | 1.80 CHF | 1.81 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,080,020 CHF | 362,007 CHF | 99.16% | 99.16% |
12/07/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,061,310 CHF | 355,771 CHF | 95.50% | 95.50% |
11/07/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,091,910 CHF | 365,969 CHF | 98.05% | 98.05% |
10/07/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,113,870 CHF | 373,289 CHF | 99.23% | 99.23% |
09/07/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,127,030 CHF | 377,676 CHF | 97.60% | 97.60% |
08/07/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,131,260 CHF | 379,085 CHF | 98.46% | 98.46% |
05/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,124,090 CHF | 376,696 CHF | 99.17% | 99.17% |
04/07/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,121,090 CHF | 375,697 CHF | 98.56% | 98.56% |
03/07/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,131,330 CHF | 379,110 CHF | 99.11% | 99.11% |
02/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,155,940 CHF | 387,313 CHF | 99.23% | 99.23% |