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 | 0.24% | 4.20 CHF | 4.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,244,830 CHF | 415,943 CHF | 99.17% | 99.17% |
12/07/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,252,220 CHF | 418,408 CHF | 99.27% | 99.27% |
11/07/2024 | 0.23% | 4.17 CHF | 4.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,305,300 CHF | 436,102 CHF | 98.66% | 98.66% |
10/07/2024 | 0.23% | 4.29 CHF | 4.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,292,470 CHF | 431,825 CHF | 99.23% | 99.23% |
09/07/2024 | 0.23% | 4.34 CHF | 4.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,320,020 CHF | 441,006 CHF | 99.22% | 99.22% |
08/07/2024 | 0.23% | 4.38 CHF | 4.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,323,420 CHF | 442,141 CHF | 99.21% | 99.21% |
05/07/2024 | 0.23% | 4.40 CHF | 4.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,298,000 CHF | 433,665 CHF | 99.20% | 99.20% |
04/07/2024 | 0.23% | 4.30 CHF | 4.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,296,520 CHF | 433,175 CHF | 99.23% | 99.23% |
03/07/2024 | 0.23% | 4.30 CHF | 4.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,287,310 CHF | 430,102 CHF | 99.21% | 99.21% |
02/07/2024 | 0.24% | 4.26 CHF | 4.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,270,730 CHF | 424,575 CHF | 99.20% | 99.20% |