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 | 0.50% | 1.97 CHF | 1.98 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,188,660 CHF | 398,221 CHF | 92.96% | 92.96% |
12/07/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,140,180 CHF | 382,058 CHF | 94.12% | 94.12% |
11/07/2024 | 0.56% | 1.84 CHF | 1.85 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,076,440 CHF | 360,812 CHF | 91.29% | 91.29% |
10/07/2024 | 0.58% | 1.76 CHF | 1.77 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,032,670 CHF | 346,222 CHF | 87.23% | 87.23% |
09/07/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,017,590 CHF | 341,198 CHF | 85.57% | 85.57% |
08/07/2024 | 0.57% | 1.72 CHF | 1.73 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,048,160 CHF | 351,387 CHF | 85.26% | 85.26% |
05/07/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,057,600 CHF | 354,532 CHF | 90.44% | 90.44% |
04/07/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,017,110 CHF | 341,035 CHF | 78.08% | 78.08% |
03/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,019,130 CHF | 341,709 CHF | 92.35% | 92.35% |
02/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 975,379 CHF | 327,126 CHF | 96.41% | 96.41% |