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 | 0.24% | 4.21 CHF | 4.22 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,104,580 CHF | 2,109,580 CHF | 100.00% | 100.00% |
12/07/2024 | 0.23% | 4.30 CHF | 4.31 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,164,820 CHF | 2,169,820 CHF | 100.00% | 100.00% |
11/07/2024 | 0.24% | 4.26 CHF | 4.27 CHF | 500,000 | 500,000 | 499,513 | 499,513 | 2,116,120 CHF | 2,121,120 CHF | 99.99% | 99.99% |
10/07/2024 | 0.24% | 4.25 CHF | 4.26 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,084,190 CHF | 2,089,190 CHF | 100.00% | 100.00% |
09/07/2024 | 0.24% | 4.24 CHF | 4.25 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,107,300 CHF | 2,112,300 CHF | 100.00% | 100.00% |
08/07/2024 | 0.23% | 4.28 CHF | 4.29 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,126,460 CHF | 2,131,460 CHF | 100.00% | 100.00% |
05/07/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,199,330 CHF | 2,204,330 CHF | 100.00% | 100.00% |
04/07/2024 | 0.23% | 4.40 CHF | 4.41 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,179,260 CHF | 2,184,260 CHF | 100.00% | 100.00% |
03/07/2024 | 0.23% | 4.32 CHF | 4.33 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,164,630 CHF | 2,169,630 CHF | 100.00% | 100.00% |
02/07/2024 | 0.23% | 4.37 CHF | 4.38 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,208,740 CHF | 2,213,740 CHF | 100.00% | 100.00% |