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 | 0.40% | 5.00 CHF | 5.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,516,770 CHF | 505,354 CHF | 99.27% | 99.27% |
12/07/2024 | 0.40% | 5.02 CHF | 5.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,503,410 CHF | 502,682 CHF | 99.27% | 99.27% |
11/07/2024 | 0.40% | 4.95 CHF | 4.97 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,470,880 CHF | 496,175 CHF | 99.27% | 99.27% |
10/07/2024 | 0.42% | 4.86 CHF | 4.88 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,400,150 CHF | 482,030 CHF | 99.27% | 99.27% |
09/07/2024 | 0.42% | 4.73 CHF | 4.75 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,360,060 CHF | 474,013 CHF | 99.27% | 99.27% |
08/07/2024 | 0.41% | 4.81 CHF | 4.83 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,408,450 CHF | 483,689 CHF | 99.25% | 99.25% |
05/07/2024 | 0.42% | 4.78 CHF | 4.80 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,400,180 CHF | 482,037 CHF | 99.27% | 99.27% |
04/07/2024 | 0.41% | 4.83 CHF | 4.85 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,424,160 CHF | 486,831 CHF | 99.27% | 99.27% |
03/07/2024 | 0.42% | 4.82 CHF | 4.84 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,377,090 CHF | 477,417 CHF | 99.27% | 99.27% |
02/07/2024 | 0.43% | 4.67 CHF | 4.69 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,298,010 CHF | 461,602 CHF | 99.27% | 99.27% |