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 | 0.55% | 1.83 CHF | 1.84 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,092,760 CHF | 366,254 CHF | 99.27% | 99.27% |
12/07/2024 | 0.57% | 1.80 CHF | 1.81 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,057,940 CHF | 354,648 CHF | 99.27% | 99.27% |
11/07/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,092,130 CHF | 366,044 CHF | 99.26% | 99.26% |
10/07/2024 | 0.56% | 1.82 CHF | 1.83 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,061,910 CHF | 355,970 CHF | 99.27% | 99.27% |
09/07/2024 | 0.54% | 1.82 CHF | 1.83 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,108,770 CHF | 371,589 CHF | 99.27% | 99.27% |
08/07/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,083,820 CHF | 363,274 CHF | 99.22% | 99.22% |
05/07/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,088,440 CHF | 364,814 CHF | 99.27% | 99.27% |
04/07/2024 | 0.56% | 1.75 CHF | 1.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,068,740 CHF | 358,247 CHF | 99.27% | 99.27% |
03/07/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,070,090 CHF | 358,695 CHF | 99.27% | 99.27% |
02/07/2024 | 0.58% | 1.77 CHF | 1.78 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,038,090 CHF | 348,030 CHF | 99.26% | 99.26% |