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% | 4.01 CHF | 4.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,188,040 CHF | 397,014 CHF | 99.16% | 99.16% |
12/07/2024 | 0.25% | 3.97 CHF | 3.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,195,430 CHF | 399,475 CHF | 99.24% | 99.24% |
11/07/2024 | 0.24% | 3.98 CHF | 3.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,248,410 CHF | 417,136 CHF | 98.64% | 98.64% |
10/07/2024 | 0.24% | 4.10 CHF | 4.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,235,530 CHF | 412,843 CHF | 99.23% | 99.23% |
09/07/2024 | 0.24% | 4.15 CHF | 4.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,263,060 CHF | 422,020 CHF | 99.23% | 99.23% |
08/07/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,266,690 CHF | 423,230 CHF | 99.21% | 99.21% |
05/07/2024 | 0.24% | 4.21 CHF | 4.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,241,100 CHF | 414,701 CHF | 99.21% | 99.21% |
04/07/2024 | 0.24% | 4.11 CHF | 4.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,239,510 CHF | 414,170 CHF | 99.23% | 99.23% |
03/07/2024 | 0.24% | 4.11 CHF | 4.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,230,090 CHF | 411,030 CHF | 99.22% | 99.22% |
02/07/2024 | 0.25% | 4.06 CHF | 4.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,213,480 CHF | 405,494 CHF | 99.19% | 99.19% |