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% | 3.95 CHF | 3.96 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,369,680 CHF | 791,892 CHF | 99.17% | 99.17% |
12/07/2024 | 0.25% | 3.92 CHF | 3.93 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,351,690 CHF | 785,897 CHF | 95.50% | 95.50% |
11/07/2024 | 0.25% | 3.95 CHF | 3.96 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,384,190 CHF | 796,732 CHF | 98.06% | 98.06% |
10/07/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,407,160 CHF | 804,388 CHF | 99.23% | 99.23% |
09/07/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,421,850 CHF | 809,284 CHF | 97.60% | 97.60% |
08/07/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,422,510 CHF | 809,504 CHF | 98.46% | 98.46% |
05/07/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,419,220 CHF | 808,408 CHF | 99.18% | 99.18% |
04/07/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,418,280 CHF | 808,094 CHF | 98.56% | 98.56% |
03/07/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,432,610 CHF | 812,872 CHF | 99.11% | 99.11% |
02/07/2024 | 0.24% | 4.08 CHF | 4.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,458,220 CHF | 821,408 CHF | 99.23% | 99.23% |