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 | 0.22% | 4.62 CHF | 4.63 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,310,860 CHF | 2,315,860 CHF | 100.00% | 100.00% |
12/07/2024 | 0.21% | 4.71 CHF | 4.72 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,370,850 CHF | 2,375,850 CHF | 100.00% | 100.00% |
11/07/2024 | 0.22% | 4.67 CHF | 4.68 CHF | 500,000 | 500,000 | 499,522 | 499,522 | 2,322,220 CHF | 2,327,220 CHF | 99.98% | 99.98% |
10/07/2024 | 0.22% | 4.66 CHF | 4.67 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,290,740 CHF | 2,295,740 CHF | 99.99% | 99.99% |
09/07/2024 | 0.22% | 4.65 CHF | 4.66 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,314,030 CHF | 2,319,030 CHF | 100.00% | 100.00% |
08/07/2024 | 0.21% | 4.69 CHF | 4.70 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,332,510 CHF | 2,337,510 CHF | 100.00% | 100.00% |
05/07/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,406,070 CHF | 2,411,070 CHF | 100.00% | 100.00% |
04/07/2024 | 0.21% | 4.82 CHF | 4.83 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,386,320 CHF | 2,391,320 CHF | 100.00% | 100.00% |
03/07/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,372,220 CHF | 2,377,220 CHF | 100.00% | 100.00% |
02/07/2024 | 0.21% | 4.79 CHF | 4.80 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,416,190 CHF | 2,421,190 CHF | 99.99% | 99.99% |