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 | 0.58% | 1.73 CHF | 1.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,034,590 CHF | 346,865 CHF | 99.26% | 99.26% |
12/07/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 997,738 CHF | 334,579 CHF | 99.27% | 99.27% |
11/07/2024 | 0.58% | 1.68 CHF | 1.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,032,440 CHF | 346,148 CHF | 99.26% | 99.26% |
10/07/2024 | 0.60% | 1.72 CHF | 1.73 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,002,130 CHF | 336,044 CHF | 99.27% | 99.27% |
09/07/2024 | 0.57% | 1.72 CHF | 1.73 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,049,420 CHF | 351,806 CHF | 99.27% | 99.27% |
08/07/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,024,570 CHF | 343,522 CHF | 99.21% | 99.21% |
05/07/2024 | 0.58% | 1.69 CHF | 1.70 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,029,430 CHF | 345,145 CHF | 99.26% | 99.26% |
04/07/2024 | 0.59% | 1.65 CHF | 1.66 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,008,550 CHF | 338,182 CHF | 99.27% | 99.27% |
03/07/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,010,430 CHF | 338,809 CHF | 99.27% | 99.27% |
02/07/2024 | 0.61% | 1.67 CHF | 1.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 976,259 CHF | 327,420 CHF | 99.26% | 99.26% |