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% | 2.86 CHF | 2.87 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,426,900 CHF | 286,381 CHF | 99.27% | 99.27% |
12/07/2024 | 0.36% | 2.83 CHF | 2.84 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,392,870 CHF | 279,575 CHF | 99.27% | 99.27% |
11/07/2024 | 0.35% | 2.81 CHF | 2.82 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,424,510 CHF | 285,902 CHF | 99.26% | 99.26% |
10/07/2024 | 0.36% | 2.84 CHF | 2.85 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,399,080 CHF | 280,817 CHF | 99.27% | 99.27% |
09/07/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,441,160 CHF | 289,231 CHF | 99.27% | 99.27% |
08/07/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,420,200 CHF | 285,039 CHF | 99.25% | 99.25% |
05/07/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,424,490 CHF | 285,898 CHF | 99.27% | 99.27% |
04/07/2024 | 0.35% | 2.78 CHF | 2.79 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,406,420 CHF | 282,284 CHF | 99.27% | 99.27% |
03/07/2024 | 0.35% | 2.80 CHF | 2.81 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,408,530 CHF | 282,707 CHF | 99.27% | 99.27% |
02/07/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,379,060 CHF | 276,811 CHF | 99.27% | 99.27% |