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 | 0.37% | 2.69 CHF | 2.70 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 1,206,910 CHF | 134,602 CHF | 99.27% | 99.27% |
12/07/2024 | 0.38% | 2.69 CHF | 2.70 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 1,180,680 CHF | 131,686 CHF | 99.27% | 99.27% |
11/07/2024 | 0.39% | 2.60 CHF | 2.61 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 1,156,990 CHF | 129,054 CHF | 99.27% | 99.27% |
10/07/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 1,134,760 CHF | 126,585 CHF | 99.27% | 99.27% |
09/07/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 1,132,020 CHF | 126,280 CHF | 99.27% | 99.27% |
08/07/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 1,154,160 CHF | 128,740 CHF | 99.21% | 99.21% |
05/07/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 1,149,000 CHF | 128,167 CHF | 99.27% | 99.27% |
04/07/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 1,123,220 CHF | 125,303 CHF | 99.27% | 99.27% |
03/07/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 1,089,550 CHF | 121,561 CHF | 99.27% | 99.27% |
02/07/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 1,015,220 CHF | 113,302 CHF | 99.27% | 99.27% |