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% | 2.35 CHF | 2.36 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,164,190 CHF | 1,169,190 CHF | 99.53% | 99.53% |
12/07/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,168,700 CHF | 1,173,700 CHF | 90.65% | 90.65% |
11/07/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,131,600 CHF | 1,136,600 CHF | 99.38% | 99.38% |
10/07/2024 | 0.45% | 2.30 CHF | 2.31 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,116,570 CHF | 1,121,570 CHF | 99.52% | 99.52% |
09/07/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,103,150 CHF | 1,108,150 CHF | 93.98% | 93.98% |
08/07/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,219,300 CHF | 1,224,300 CHF | 99.58% | 99.58% |
05/07/2024 | 0.40% | 2.43 CHF | 2.44 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,238,890 CHF | 1,243,890 CHF | 98.50% | 98.50% |
04/07/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,233,940 CHF | 1,238,940 CHF | 98.68% | 98.68% |
03/07/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,210,480 CHF | 1,215,480 CHF | 99.47% | 99.47% |
02/07/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,163,090 CHF | 1,168,090 CHF | 99.53% | 99.53% |