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% | 3.97 CHF | 3.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,213,880 CHF | 405,628 CHF | 99.08% | 99.08% |
12/07/2024 | 0.26% | 4.04 CHF | 4.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,175,190 CHF | 392,729 CHF | 99.24% | 99.24% |
11/07/2024 | 0.25% | 3.94 CHF | 3.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,213,130 CHF | 405,376 CHF | 98.25% | 98.25% |
10/07/2024 | 0.26% | 3.99 CHF | 4.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,171,560 CHF | 391,520 CHF | 99.24% | 99.24% |
09/07/2024 | 0.25% | 3.89 CHF | 3.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,185,460 CHF | 396,152 CHF | 99.23% | 99.23% |
08/07/2024 | 0.25% | 3.97 CHF | 3.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,199,100 CHF | 400,700 CHF | 99.24% | 99.24% |
05/07/2024 | 0.25% | 3.95 CHF | 3.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,190,130 CHF | 397,711 CHF | 99.23% | 99.23% |
04/07/2024 | 0.25% | 3.90 CHF | 3.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,176,550 CHF | 393,183 CHF | 99.23% | 99.23% |
03/07/2024 | 0.26% | 3.91 CHF | 3.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,171,090 CHF | 391,363 CHF | 99.24% | 99.24% |
02/07/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,108,680 CHF | 370,561 CHF | 99.23% | 99.23% |