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 | 0.23% | 4.21 CHF | 4.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,284,790 CHF | 429,265 CHF | 99.08% | 99.08% |
12/07/2024 | 0.24% | 4.28 CHF | 4.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,246,100 CHF | 416,366 CHF | 99.24% | 99.24% |
11/07/2024 | 0.23% | 4.18 CHF | 4.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,283,860 CHF | 428,952 CHF | 98.25% | 98.25% |
10/07/2024 | 0.24% | 4.23 CHF | 4.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,242,290 CHF | 415,097 CHF | 99.24% | 99.24% |
09/07/2024 | 0.24% | 4.12 CHF | 4.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,256,080 CHF | 419,693 CHF | 99.23% | 99.23% |
08/07/2024 | 0.24% | 4.21 CHF | 4.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,269,700 CHF | 424,233 CHF | 99.23% | 99.23% |
05/07/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,260,820 CHF | 421,275 CHF | 99.23% | 99.23% |
04/07/2024 | 0.24% | 4.13 CHF | 4.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,247,110 CHF | 416,704 CHF | 99.23% | 99.23% |
03/07/2024 | 0.24% | 4.15 CHF | 4.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,241,630 CHF | 414,876 CHF | 99.23% | 99.23% |
02/07/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,179,180 CHF | 394,059 CHF | 99.23% | 99.23% |