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 | 0.39% | 2.57 CHF | 2.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,166,000 CHF | 390,168 CHF | 98.52% | 98.52% |
12/07/2024 | 0.39% | 2.65 CHF | 2.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,145,700 CHF | 383,400 CHF | 98.78% | 98.78% |
11/07/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,109,640 CHF | 371,381 CHF | 98.61% | 98.61% |
10/07/2024 | 0.42% | 2.45 CHF | 2.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,081,750 CHF | 362,083 CHF | 98.82% | 98.82% |
09/07/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,081,940 CHF | 362,146 CHF | 98.76% | 98.76% |
08/07/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,114,020 CHF | 372,839 CHF | 98.75% | 98.75% |
05/07/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,130,320 CHF | 378,272 CHF | 98.74% | 98.74% |
04/07/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,108,410 CHF | 370,969 CHF | 98.72% | 98.72% |
03/07/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,095,630 CHF | 366,712 CHF | 98.82% | 98.82% |
02/07/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,083,100 CHF | 362,533 CHF | 98.78% | 98.78% |