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 | 0.41% | 2.43 CHF | 2.44 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,090,460 CHF | 243,325 CHF | 99.37% | 99.37% |
12/07/2024 | 0.43% | 2.39 CHF | 2.40 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,049,130 CHF | 234,139 CHF | 99.38% | 99.38% |
11/07/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,014,520 CHF | 226,448 CHF | 98.49% | 98.49% |
10/07/2024 | 0.47% | 2.17 CHF | 2.18 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 962,598 CHF | 214,911 CHF | 99.38% | 99.38% |
09/07/2024 | 0.45% | 2.17 CHF | 2.18 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,003,180 CHF | 223,930 CHF | 99.38% | 99.38% |
08/07/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 996,011 CHF | 222,336 CHF | 99.38% | 99.38% |
05/07/2024 | 0.46% | 2.09 CHF | 2.10 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 966,231 CHF | 215,718 CHF | 99.38% | 99.38% |
04/07/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 952,219 CHF | 212,604 CHF | 98.59% | 98.59% |
03/07/2024 | 0.50% | 2.03 CHF | 2.04 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 897,790 CHF | 200,509 CHF | 99.37% | 99.37% |
02/07/2024 | 0.53% | 1.93 CHF | 1.94 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 846,668 CHF | 189,148 CHF | 99.37% | 99.37% |