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 | 0.46% | 2.18 CHF | 2.19 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,079,660 CHF | 1,084,660 CHF | 99.52% | 99.52% |
12/07/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,084,270 CHF | 1,089,270 CHF | 90.65% | 90.65% |
11/07/2024 | 0.48% | 2.15 CHF | 2.16 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,047,320 CHF | 1,052,320 CHF | 99.40% | 99.40% |
10/07/2024 | 0.48% | 2.13 CHF | 2.14 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,032,440 CHF | 1,037,440 CHF | 99.52% | 99.52% |
09/07/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,019,070 CHF | 1,024,070 CHF | 93.98% | 93.98% |
08/07/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,135,290 CHF | 1,140,290 CHF | 99.58% | 99.58% |
05/07/2024 | 0.43% | 2.26 CHF | 2.27 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,154,780 CHF | 1,159,780 CHF | 98.50% | 98.50% |
04/07/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,149,860 CHF | 1,154,860 CHF | 98.68% | 98.68% |
03/07/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,126,440 CHF | 1,131,440 CHF | 99.48% | 99.48% |
02/07/2024 | 0.46% | 2.17 CHF | 2.19 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,079,300 CHF | 1,084,300 CHF | 99.49% | 99.49% |