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 | 0.30% | 3.33 CHF | 3.34 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,661,040 CHF | 333,207 CHF | 99.27% | 99.27% |
12/07/2024 | 0.31% | 3.29 CHF | 3.30 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,626,830 CHF | 326,365 CHF | 99.27% | 99.27% |
11/07/2024 | 0.30% | 3.28 CHF | 3.29 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,658,490 CHF | 332,698 CHF | 99.26% | 99.26% |
10/07/2024 | 0.31% | 3.31 CHF | 3.32 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,633,200 CHF | 327,641 CHF | 99.27% | 99.27% |
09/07/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,674,810 CHF | 335,963 CHF | 99.27% | 99.27% |
08/07/2024 | 0.30% | 3.35 CHF | 3.36 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,654,240 CHF | 331,847 CHF | 99.25% | 99.25% |
05/07/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,658,690 CHF | 332,738 CHF | 99.27% | 99.27% |
04/07/2024 | 0.30% | 3.25 CHF | 3.26 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,640,490 CHF | 329,097 CHF | 99.27% | 99.27% |
03/07/2024 | 0.30% | 3.27 CHF | 3.28 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,642,080 CHF | 329,415 CHF | 99.27% | 99.27% |
02/07/2024 | 0.31% | 3.27 CHF | 3.28 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,612,750 CHF | 323,551 CHF | 99.27% | 99.27% |