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 | 0.43% | 2.30 CHF | 2.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,042,240 CHF | 348,914 CHF | 98.52% | 98.52% |
12/07/2024 | 0.44% | 2.38 CHF | 2.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,021,870 CHF | 342,124 CHF | 98.78% | 98.78% |
11/07/2024 | 0.46% | 2.23 CHF | 2.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 985,996 CHF | 330,166 CHF | 98.61% | 98.61% |
10/07/2024 | 0.47% | 2.17 CHF | 2.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 958,512 CHF | 321,004 CHF | 98.82% | 98.82% |
09/07/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 958,594 CHF | 321,031 CHF | 98.77% | 98.77% |
08/07/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 990,931 CHF | 331,810 CHF | 98.75% | 98.75% |
05/07/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,006,710 CHF | 337,070 CHF | 98.73% | 98.73% |
04/07/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 985,089 CHF | 329,863 CHF | 98.70% | 98.70% |
03/07/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 972,271 CHF | 325,590 CHF | 98.82% | 98.82% |
02/07/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 960,366 CHF | 321,622 CHF | 98.78% | 98.78% |