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 | 0.40% | 2.49 CHF | 2.50 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,237,620 CHF | 1,242,620 CHF | 99.52% | 99.52% |
12/07/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,242,050 CHF | 1,247,050 CHF | 90.65% | 90.65% |
11/07/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,204,840 CHF | 1,209,840 CHF | 99.40% | 99.40% |
10/07/2024 | 0.42% | 2.44 CHF | 2.46 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,189,660 CHF | 1,194,660 CHF | 99.52% | 99.52% |
09/07/2024 | 0.42% | 2.33 CHF | 2.34 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,176,190 CHF | 1,181,190 CHF | 93.98% | 93.98% |
08/07/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,292,280 CHF | 1,297,280 CHF | 99.58% | 99.58% |
05/07/2024 | 0.38% | 2.58 CHF | 2.59 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,311,940 CHF | 1,316,940 CHF | 98.51% | 98.51% |
04/07/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,306,970 CHF | 1,311,970 CHF | 98.68% | 98.68% |
03/07/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,283,490 CHF | 1,288,490 CHF | 99.48% | 99.48% |
02/07/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,235,890 CHF | 1,240,890 CHF | 99.55% | 99.55% |