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 | 0.23% | 4.36 CHF | 4.37 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,180,710 CHF | 2,185,710 CHF | 100.00% | 100.00% |
12/07/2024 | 0.22% | 4.45 CHF | 4.46 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,240,510 CHF | 2,245,510 CHF | 100.00% | 100.00% |
11/07/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 500,000 | 500,000 | 499,525 | 499,525 | 2,192,210 CHF | 2,197,210 CHF | 99.99% | 99.99% |
10/07/2024 | 0.23% | 4.40 CHF | 4.41 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,160,470 CHF | 2,165,470 CHF | 100.00% | 100.00% |
09/07/2024 | 0.23% | 4.39 CHF | 4.40 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,183,240 CHF | 2,188,240 CHF | 100.00% | 100.00% |
08/07/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,202,540 CHF | 2,207,540 CHF | 100.00% | 100.00% |
05/07/2024 | 0.22% | 4.58 CHF | 4.59 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,275,730 CHF | 2,280,730 CHF | 100.00% | 100.00% |
04/07/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,255,320 CHF | 2,260,320 CHF | 100.00% | 100.00% |
03/07/2024 | 0.22% | 4.47 CHF | 4.48 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,241,240 CHF | 2,246,240 CHF | 100.00% | 100.00% |
02/07/2024 | 0.22% | 4.52 CHF | 4.53 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,285,040 CHF | 2,290,040 CHF | 100.00% | 100.00% |