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 | 0.36% | 2.80 CHF | 2.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,259,270 CHF | 421,257 CHF | 99.16% | 99.16% |
12/07/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,265,140 CHF | 423,213 CHF | 99.24% | 99.24% |
11/07/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,259,580 CHF | 421,358 CHF | 99.23% | 99.23% |
10/07/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,257,300 CHF | 420,600 CHF | 99.24% | 99.24% |
09/07/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,256,550 CHF | 420,351 CHF | 99.24% | 99.24% |
08/07/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,262,500 CHF | 422,334 CHF | 99.24% | 99.24% |
05/07/2024 | 0.34% | 2.85 CHF | 2.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,303,130 CHF | 435,878 CHF | 99.23% | 99.23% |
04/07/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,311,380 CHF | 438,627 CHF | 99.23% | 99.23% |
03/07/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,284,390 CHF | 429,630 CHF | 99.23% | 99.23% |
02/07/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,297,520 CHF | 434,008 CHF | 99.23% | 99.23% |