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% | 2.36 CHF | 2.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,060,130 CHF | 354,876 CHF | 99.16% | 99.16% |
12/07/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,066,270 CHF | 356,924 CHF | 99.24% | 99.24% |
11/07/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,060,870 CHF | 355,122 CHF | 99.23% | 99.23% |
10/07/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,059,040 CHF | 354,513 CHF | 99.24% | 99.24% |
09/07/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,058,530 CHF | 354,344 CHF | 99.23% | 99.23% |
08/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,064,630 CHF | 356,377 CHF | 99.24% | 99.24% |
05/07/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,105,030 CHF | 369,843 CHF | 99.23% | 99.23% |
04/07/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,113,240 CHF | 372,579 CHF | 99.23% | 99.23% |
03/07/2024 | 0.41% | 2.40 CHF | 2.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,086,540 CHF | 363,682 CHF | 99.23% | 99.23% |
02/07/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,100,200 CHF | 368,232 CHF | 99.23% | 99.23% |