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% | 2.58 CHF | 2.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,158,040 CHF | 387,514 CHF | 99.17% | 99.17% |
12/07/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,164,230 CHF | 389,576 CHF | 99.24% | 99.24% |
11/07/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,158,580 CHF | 387,693 CHF | 99.23% | 99.23% |
10/07/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,156,420 CHF | 386,973 CHF | 99.24% | 99.24% |
09/07/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,155,980 CHF | 386,826 CHF | 99.23% | 99.23% |
08/07/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,161,870 CHF | 388,790 CHF | 99.24% | 99.24% |
05/07/2024 | 0.37% | 2.63 CHF | 2.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,202,400 CHF | 402,300 CHF | 99.23% | 99.23% |
04/07/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,210,670 CHF | 405,056 CHF | 99.23% | 99.23% |
03/07/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,183,820 CHF | 396,106 CHF | 99.23% | 99.23% |
02/07/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,197,190 CHF | 400,564 CHF | 99.23% | 99.23% |