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 | 0.21% | 4.76 CHF | 4.77 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 1,188,730 CHF | 476,491 CHF | 99.37% | 99.37% |
12/07/2024 | 0.21% | 4.72 CHF | 4.73 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 1,165,260 CHF | 467,104 CHF | 99.38% | 99.38% |
11/07/2024 | 0.22% | 4.63 CHF | 4.64 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 1,145,590 CHF | 459,235 CHF | 99.37% | 99.37% |
10/07/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 1,115,870 CHF | 447,346 CHF | 99.36% | 99.36% |
09/07/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 1,138,640 CHF | 456,456 CHF | 99.38% | 99.38% |
08/07/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 1,134,740 CHF | 454,894 CHF | 99.37% | 99.37% |
05/07/2024 | 0.22% | 4.41 CHF | 4.42 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 1,117,980 CHF | 448,193 CHF | 99.14% | 99.14% |
04/07/2024 | 0.22% | 4.46 CHF | 4.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 1,110,420 CHF | 445,168 CHF | 99.38% | 99.38% |
03/07/2024 | 0.23% | 4.36 CHF | 4.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 1,079,810 CHF | 432,922 CHF | 99.37% | 99.37% |
02/07/2024 | 0.24% | 4.25 CHF | 4.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 1,049,600 CHF | 420,839 CHF | 99.38% | 99.38% |