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% | 4.18 CHF | 4.19 CHF | 500,000 | 500,000 | 306,643 | 306,643 | 1,268,070 CHF | 1,271,130 CHF | 95.58% | 95.58% |
12/07/2024 | 0.24% | 4.14 CHF | 4.15 CHF | 500,000 | 500,000 | 304,546 | 304,546 | 1,263,600 CHF | 1,266,650 CHF | 99.26% | 99.26% |
11/07/2024 | 0.23% | 4.15 CHF | 4.16 CHF | 500,000 | 500,000 | 305,160 | 305,160 | 1,314,780 CHF | 1,317,830 CHF | 97.71% | 97.71% |
10/07/2024 | 0.23% | 4.27 CHF | 4.28 CHF | 500,000 | 500,000 | 305,232 | 305,232 | 1,310,060 CHF | 1,313,110 CHF | 98.06% | 98.06% |
09/07/2024 | 0.23% | 4.32 CHF | 4.33 CHF | 500,000 | 500,000 | 304,333 | 304,333 | 1,331,160 CHF | 1,334,200 CHF | 99.67% | 99.67% |
08/07/2024 | 0.23% | 4.36 CHF | 4.37 CHF | 500,000 | 500,000 | 305,300 | 305,300 | 1,339,760 CHF | 1,342,820 CHF | 97.87% | 97.87% |
05/07/2024 | 0.23% | 4.38 CHF | 4.39 CHF | 500,000 | 500,000 | 306,574 | 306,574 | 1,323,470 CHF | 1,326,540 CHF | 95.47% | 95.47% |
04/07/2024 | 0.23% | 4.27 CHF | 4.28 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,075,260 CHF | 1,077,760 CHF | 89.42% | 89.42% |
03/07/2024 | 0.23% | 4.28 CHF | 4.29 CHF | 500,000 | 500,000 | 305,558 | 305,558 | 1,305,190 CHF | 1,308,250 CHF | 97.31% | 97.31% |
02/07/2024 | 0.24% | 4.24 CHF | 4.25 CHF | 500,000 | 500,000 | 304,776 | 304,776 | 1,286,740 CHF | 1,289,790 CHF | 98.80% | 98.80% |