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% | 4.43 CHF | 4.44 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,211,880 CHF | 2,216,880 CHF | 100.00% | 100.00% |
12/07/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,261,020 CHF | 2,266,020 CHF | 100.00% | 100.00% |
11/07/2024 | 0.22% | 4.48 CHF | 4.49 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,229,720 CHF | 2,234,720 CHF | 71.56% | 71.56% |
10/07/2024 | 0.23% | 4.48 CHF | 4.49 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,206,400 CHF | 2,211,400 CHF | 100.00% | 100.00% |
09/07/2024 | 0.22% | 4.50 CHF | 4.51 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,241,750 CHF | 2,246,750 CHF | 100.00% | 100.00% |
08/07/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,264,090 CHF | 2,269,090 CHF | 100.00% | 100.00% |
05/07/2024 | 0.21% | 4.70 CHF | 4.71 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,334,400 CHF | 2,339,400 CHF | 100.00% | 100.00% |
04/07/2024 | 0.22% | 4.68 CHF | 4.69 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,317,280 CHF | 2,322,280 CHF | 100.00% | 100.00% |
03/07/2024 | 0.22% | 4.58 CHF | 4.59 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,300,780 CHF | 2,305,780 CHF | 100.00% | 100.00% |
02/07/2024 | 0.21% | 4.64 CHF | 4.65 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,334,780 CHF | 2,339,780 CHF | 99.99% | 99.99% |