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 | 0.42% | 2.37 CHF | 2.38 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,068,020 CHF | 238,338 CHF | 99.27% | 99.27% |
12/07/2024 | 0.43% | 2.37 CHF | 2.38 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,040,170 CHF | 232,148 CHF | 99.27% | 99.27% |
11/07/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,017,580 CHF | 227,130 CHF | 99.27% | 99.27% |
10/07/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 994,586 CHF | 222,019 CHF | 99.27% | 99.27% |
09/07/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 993,641 CHF | 221,809 CHF | 99.27% | 99.27% |
08/07/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,012,040 CHF | 225,897 CHF | 99.21% | 99.21% |
05/07/2024 | 0.44% | 2.22 CHF | 2.23 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,016,260 CHF | 226,836 CHF | 99.27% | 99.27% |
04/07/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 994,137 CHF | 221,919 CHF | 99.27% | 99.27% |
03/07/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 960,426 CHF | 214,428 CHF | 99.27% | 99.27% |
02/07/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 887,519 CHF | 198,226 CHF | 99.26% | 99.26% |