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% | 2.65 CHF | 2.66 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,319,670 CHF | 264,935 CHF | 99.27% | 99.27% |
12/07/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,285,290 CHF | 258,059 CHF | 99.27% | 99.27% |
11/07/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,316,590 CHF | 264,318 CHF | 99.26% | 99.26% |
10/07/2024 | 0.39% | 2.63 CHF | 2.64 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,291,530 CHF | 259,306 CHF | 99.27% | 99.27% |
09/07/2024 | 0.37% | 2.63 CHF | 2.64 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,333,360 CHF | 267,671 CHF | 99.27% | 99.27% |
08/07/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,312,830 CHF | 263,565 CHF | 99.25% | 99.25% |
05/07/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,317,180 CHF | 264,435 CHF | 99.27% | 99.27% |
04/07/2024 | 0.38% | 2.57 CHF | 2.58 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,299,240 CHF | 260,847 CHF | 99.27% | 99.27% |
03/07/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,300,390 CHF | 261,077 CHF | 99.27% | 99.27% |
02/07/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,271,720 CHF | 255,344 CHF | 99.27% | 99.27% |