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 | 0.33% | 3.02 CHF | 3.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,358,060 CHF | 454,186 CHF | 99.17% | 99.17% |
12/07/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,363,880 CHF | 456,127 CHF | 99.24% | 99.24% |
11/07/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,358,100 CHF | 454,201 CHF | 99.23% | 99.23% |
10/07/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,355,400 CHF | 453,300 CHF | 99.24% | 99.24% |
09/07/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,355,050 CHF | 453,184 CHF | 99.24% | 99.24% |
08/07/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,360,730 CHF | 455,075 CHF | 99.24% | 99.24% |
05/07/2024 | 0.32% | 3.07 CHF | 3.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,401,420 CHF | 468,641 CHF | 99.23% | 99.23% |
04/07/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,409,680 CHF | 471,395 CHF | 99.23% | 99.23% |
03/07/2024 | 0.32% | 3.06 CHF | 3.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,382,670 CHF | 462,389 CHF | 99.23% | 99.23% |
02/07/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,395,510 CHF | 466,668 CHF | 99.23% | 99.23% |