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 | 0.21% | 4.76 CHF | 4.77 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,378,710 CHF | 2,383,710 CHF | 99.99% | 99.99% |
12/07/2024 | 0.20% | 4.85 CHF | 4.86 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,438,770 CHF | 2,443,770 CHF | 100.00% | 100.00% |
11/07/2024 | 0.21% | 4.81 CHF | 4.82 CHF | 500,000 | 500,000 | 499,525 | 499,525 | 2,390,190 CHF | 2,395,190 CHF | 100.00% | 100.00% |
10/07/2024 | 0.21% | 4.80 CHF | 4.81 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,358,970 CHF | 2,363,970 CHF | 100.00% | 100.00% |
09/07/2024 | 0.21% | 4.79 CHF | 4.80 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,382,050 CHF | 2,387,050 CHF | 100.00% | 100.00% |
08/07/2024 | 0.21% | 4.83 CHF | 4.84 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,400,480 CHF | 2,405,480 CHF | 100.00% | 100.00% |
05/07/2024 | 0.20% | 4.98 CHF | 4.99 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,474,210 CHF | 2,479,210 CHF | 100.00% | 100.00% |
04/07/2024 | 0.20% | 4.95 CHF | 4.96 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,454,400 CHF | 2,459,400 CHF | 100.00% | 100.00% |
03/07/2024 | 0.20% | 4.87 CHF | 4.88 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,440,250 CHF | 2,445,250 CHF | 100.00% | 100.00% |
02/07/2024 | 0.20% | 4.92 CHF | 4.93 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,484,820 CHF | 2,489,820 CHF | 100.00% | 100.00% |