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 | 0.25% | 3.96 CHF | 3.97 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,983,080 CHF | 1,988,080 CHF | 100.00% | 100.00% |
12/07/2024 | 0.24% | 4.06 CHF | 4.07 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,042,570 CHF | 2,047,570 CHF | 99.99% | 99.99% |
11/07/2024 | 0.25% | 4.02 CHF | 4.03 CHF | 500,000 | 500,000 | 499,520 | 499,520 | 1,993,720 CHF | 1,998,720 CHF | 100.00% | 100.00% |
10/07/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,961,950 CHF | 1,966,950 CHF | 100.00% | 100.00% |
09/07/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,984,940 CHF | 1,989,940 CHF | 100.00% | 100.00% |
08/07/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,004,490 CHF | 2,009,490 CHF | 100.00% | 100.00% |
05/07/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,077,120 CHF | 2,082,120 CHF | 100.00% | 100.00% |
04/07/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,056,180 CHF | 2,061,180 CHF | 100.00% | 100.00% |
03/07/2024 | 0.24% | 4.07 CHF | 4.08 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,041,840 CHF | 2,046,840 CHF | 100.00% | 100.00% |
02/07/2024 | 0.24% | 4.12 CHF | 4.13 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,085,250 CHF | 2,090,250 CHF | 99.99% | 99.99% |