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 | 0.41% | 2.43 CHF | 2.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,102,880 CHF | 369,128 CHF | 98.51% | 98.51% |
12/07/2024 | 0.41% | 2.51 CHF | 2.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,082,670 CHF | 362,389 CHF | 98.78% | 98.78% |
11/07/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,046,720 CHF | 350,406 CHF | 98.61% | 98.61% |
10/07/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,018,940 CHF | 341,148 CHF | 98.83% | 98.83% |
09/07/2024 | 0.44% | 2.21 CHF | 2.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,019,250 CHF | 341,250 CHF | 98.76% | 98.76% |
08/07/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,051,330 CHF | 351,942 CHF | 98.75% | 98.75% |
05/07/2024 | 0.42% | 2.33 CHF | 2.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,067,530 CHF | 357,342 CHF | 98.75% | 98.75% |
04/07/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,045,640 CHF | 350,048 CHF | 98.70% | 98.70% |
03/07/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,032,890 CHF | 345,798 CHF | 98.81% | 98.81% |
02/07/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,020,600 CHF | 341,702 CHF | 98.78% | 98.78% |