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 | 0.46% | 2.17 CHF | 2.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,307,410 CHF | 437,802 CHF | 92.98% | 92.98% |
12/07/2024 | 0.48% | 2.14 CHF | 2.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,258,760 CHF | 421,588 CHF | 94.14% | 94.14% |
11/07/2024 | 0.50% | 2.04 CHF | 2.05 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,195,150 CHF | 400,385 CHF | 91.28% | 91.28% |
10/07/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,151,410 CHF | 385,805 CHF | 87.23% | 87.23% |
09/07/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,135,980 CHF | 380,660 CHF | 85.57% | 85.57% |
08/07/2024 | 0.51% | 1.91 CHF | 1.92 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,166,330 CHF | 390,776 CHF | 85.26% | 85.26% |
05/07/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,176,120 CHF | 394,040 CHF | 90.44% | 90.44% |
04/07/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,135,530 CHF | 380,512 CHF | 78.10% | 78.10% |
03/07/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,136,880 CHF | 380,960 CHF | 92.34% | 92.34% |
02/07/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,092,730 CHF | 366,245 CHF | 96.41% | 96.41% |