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 | 0.40% | 2.48 CHF | 2.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,115,040 CHF | 373,179 CHF | 99.38% | 99.38% |
12/07/2024 | 0.42% | 2.44 CHF | 2.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,074,050 CHF | 359,516 CHF | 99.38% | 99.38% |
11/07/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,039,690 CHF | 348,063 CHF | 98.49% | 98.49% |
10/07/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 988,848 CHF | 331,116 CHF | 99.37% | 99.37% |
09/07/2024 | 0.44% | 2.22 CHF | 2.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,029,020 CHF | 344,506 CHF | 99.38% | 99.38% |
08/07/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,021,940 CHF | 342,146 CHF | 99.38% | 99.38% |
05/07/2024 | 0.45% | 2.15 CHF | 2.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 993,044 CHF | 332,515 CHF | 99.37% | 99.37% |
04/07/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 980,216 CHF | 328,239 CHF | 98.58% | 98.58% |
03/07/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 927,678 CHF | 310,726 CHF | 99.38% | 99.38% |
02/07/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 877,476 CHF | 293,992 CHF | 99.37% | 99.37% |