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 | 0.38% | 2.60 CHF | 2.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,565,960 CHF | 523,986 CHF | 92.98% | 92.98% |
12/07/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,517,000 CHF | 507,665 CHF | 94.12% | 94.12% |
11/07/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,452,990 CHF | 486,330 CHF | 91.29% | 91.29% |
10/07/2024 | 0.43% | 2.39 CHF | 2.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,408,660 CHF | 471,554 CHF | 87.22% | 87.22% |
09/07/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,392,940 CHF | 466,312 CHF | 85.56% | 85.56% |
08/07/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,423,070 CHF | 476,356 CHF | 85.26% | 85.26% |
05/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,433,320 CHF | 479,773 CHF | 90.46% | 90.46% |
04/07/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,392,640 CHF | 466,212 CHF | 78.08% | 78.08% |
03/07/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,394,030 CHF | 466,676 CHF | 92.36% | 92.36% |
02/07/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,349,120 CHF | 451,705 CHF | 96.39% | 96.39% |