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 | 0.52% | 1.90 CHF | 1.91 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,146,790 CHF | 384,264 CHF | 98.69% | 98.69% |
12/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,124,430 CHF | 376,809 CHF | 98.81% | 98.81% |
11/07/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,139,770 CHF | 381,924 CHF | 98.85% | 98.85% |
10/07/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,135,440 CHF | 380,481 CHF | 98.74% | 98.74% |
09/07/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,133,640 CHF | 379,879 CHF | 98.78% | 98.78% |
08/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,118,350 CHF | 374,785 CHF | 98.75% | 98.75% |
05/07/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,079,320 CHF | 361,772 CHF | 98.80% | 98.80% |
04/07/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,079,670 CHF | 361,889 CHF | 98.74% | 98.74% |
03/07/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,067,130 CHF | 357,711 CHF | 98.83% | 98.83% |
02/07/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,122,680 CHF | 376,228 CHF | 98.72% | 98.72% |