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% | 4.82 CHF | 4.83 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,403,940 CHF | 2,408,940 CHF | 99.99% | 99.99% |
12/07/2024 | 0.20% | 4.88 CHF | 4.89 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,453,250 CHF | 2,458,250 CHF | 100.00% | 100.00% |
11/07/2024 | 0.21% | 4.87 CHF | 4.88 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,421,910 CHF | 2,426,910 CHF | 71.57% | 71.57% |
10/07/2024 | 0.21% | 4.87 CHF | 4.88 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,399,520 CHF | 2,404,520 CHF | 100.00% | 100.00% |
09/07/2024 | 0.21% | 4.89 CHF | 4.90 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,434,820 CHF | 2,439,820 CHF | 100.00% | 100.00% |
08/07/2024 | 0.20% | 4.94 CHF | 4.95 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,456,650 CHF | 2,461,650 CHF | 100.00% | 100.00% |
05/07/2024 | 0.20% | 5.09 CHF | 5.10 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,527,650 CHF | 2,532,650 CHF | 100.00% | 100.00% |
04/07/2024 | 0.20% | 5.06 CHF | 5.07 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,510,880 CHF | 2,515,880 CHF | 100.00% | 100.00% |
03/07/2024 | 0.20% | 4.97 CHF | 4.98 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,494,530 CHF | 2,499,530 CHF | 100.00% | 100.00% |
02/07/2024 | 0.20% | 5.03 CHF | 5.04 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,529,100 CHF | 2,534,100 CHF | 100.00% | 100.00% |