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 | 0.35% | 2.82 CHF | 2.83 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,699,820 CHF | 568,607 CHF | 92.93% | 92.93% |
12/07/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,651,000 CHF | 552,333 CHF | 94.15% | 94.15% |
11/07/2024 | 0.38% | 2.69 CHF | 2.70 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,586,510 CHF | 530,837 CHF | 91.29% | 91.29% |
10/07/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,541,870 CHF | 515,955 CHF | 87.23% | 87.23% |
09/07/2024 | 0.39% | 2.51 CHF | 2.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,526,270 CHF | 510,756 CHF | 85.57% | 85.57% |
08/07/2024 | 0.38% | 2.57 CHF | 2.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,556,360 CHF | 520,786 CHF | 85.26% | 85.26% |
05/07/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,566,670 CHF | 524,223 CHF | 90.47% | 90.47% |
04/07/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,525,830 CHF | 510,610 CHF | 78.09% | 78.09% |
03/07/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,527,140 CHF | 511,048 CHF | 92.35% | 92.35% |
02/07/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,481,780 CHF | 495,926 CHF | 96.40% | 96.40% |