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 | 0.26% | 3.90 CHF | 3.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,166,580 CHF | 389,860 CHF | 99.16% | 99.16% |
12/07/2024 | 0.25% | 3.92 CHF | 3.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,176,610 CHF | 393,204 CHF | 99.24% | 99.24% |
11/07/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,152,860 CHF | 385,285 CHF | 99.23% | 99.23% |
10/07/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,159,980 CHF | 387,660 CHF | 99.23% | 99.23% |
09/07/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,167,110 CHF | 390,037 CHF | 99.23% | 99.23% |
08/07/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,215,420 CHF | 406,139 CHF | 99.24% | 99.24% |
05/07/2024 | 0.24% | 4.06 CHF | 4.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,230,150 CHF | 411,049 CHF | 99.23% | 99.23% |
04/07/2024 | 0.24% | 4.13 CHF | 4.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,228,040 CHF | 410,347 CHF | 99.23% | 99.23% |
03/07/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,206,800 CHF | 403,267 CHF | 99.23% | 99.23% |
02/07/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,183,860 CHF | 395,622 CHF | 99.24% | 99.24% |