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% | 4.88 CHF | 4.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,448,280 CHF | 483,762 CHF | 99.18% | 99.18% |
12/07/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,455,760 CHF | 486,253 CHF | 99.25% | 99.25% |
11/07/2024 | 0.20% | 4.84 CHF | 4.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,509,030 CHF | 504,009 CHF | 98.66% | 98.66% |
10/07/2024 | 0.20% | 4.97 CHF | 4.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,496,510 CHF | 499,838 CHF | 99.23% | 99.23% |
09/07/2024 | 0.20% | 5.02 CHF | 5.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,524,000 CHF | 509,000 CHF | 99.22% | 99.22% |
08/07/2024 | 0.20% | 5.06 CHF | 5.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,526,820 CHF | 509,939 CHF | 99.21% | 99.21% |
05/07/2024 | 0.20% | 5.08 CHF | 5.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,501,920 CHF | 501,641 CHF | 99.20% | 99.20% |
04/07/2024 | 0.20% | 4.98 CHF | 4.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,500,970 CHF | 501,323 CHF | 99.23% | 99.23% |
03/07/2024 | 0.20% | 4.98 CHF | 4.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,492,160 CHF | 498,386 CHF | 99.22% | 99.22% |
02/07/2024 | 0.20% | 4.94 CHF | 4.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,475,990 CHF | 492,998 CHF | 99.21% | 99.21% |