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 | 0.42% | 2.39 CHF | 2.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,437,830 CHF | 481,278 CHF | 92.97% | 92.97% |
12/07/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,389,490 CHF | 465,163 CHF | 94.14% | 94.14% |
11/07/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,325,390 CHF | 443,796 CHF | 91.29% | 91.29% |
10/07/2024 | 0.47% | 2.18 CHF | 2.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,281,440 CHF | 429,148 CHF | 87.23% | 87.23% |
09/07/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,265,470 CHF | 423,825 CHF | 85.57% | 85.57% |
08/07/2024 | 0.46% | 2.13 CHF | 2.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,296,100 CHF | 434,035 CHF | 85.27% | 85.27% |
05/07/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,305,850 CHF | 437,282 CHF | 90.47% | 90.47% |
04/07/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,265,370 CHF | 423,792 CHF | 78.08% | 78.08% |
03/07/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,267,000 CHF | 424,332 CHF | 92.35% | 92.35% |
02/07/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,222,510 CHF | 409,503 CHF | 96.40% | 96.40% |