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% | 4.00 CHF | 4.01 CHF | 500,000 | 500,000 | 306,623 | 306,623 | 1,212,640 CHF | 1,215,710 CHF | 95.58% | 95.58% |
12/07/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 500,000 | 500,000 | 304,564 | 304,564 | 1,208,700 CHF | 1,211,740 CHF | 99.26% | 99.26% |
11/07/2024 | 0.24% | 3.97 CHF | 3.98 CHF | 500,000 | 500,000 | 305,314 | 305,314 | 1,260,180 CHF | 1,263,230 CHF | 97.84% | 97.84% |
10/07/2024 | 0.24% | 4.09 CHF | 4.10 CHF | 500,000 | 500,000 | 305,249 | 305,249 | 1,254,770 CHF | 1,257,820 CHF | 97.99% | 97.99% |
09/07/2024 | 0.24% | 4.14 CHF | 4.15 CHF | 500,000 | 500,000 | 304,288 | 304,288 | 1,275,740 CHF | 1,278,790 CHF | 99.67% | 99.67% |
08/07/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 500,000 | 500,000 | 305,292 | 305,292 | 1,284,580 CHF | 1,287,630 CHF | 97.88% | 97.88% |
05/07/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 500,000 | 500,000 | 306,657 | 306,657 | 1,268,400 CHF | 1,271,470 CHF | 95.50% | 95.50% |
04/07/2024 | 0.24% | 4.09 CHF | 4.10 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,029,930 CHF | 1,032,430 CHF | 88.06% | 88.06% |
03/07/2024 | 0.24% | 4.10 CHF | 4.11 CHF | 500,000 | 500,000 | 305,583 | 305,583 | 1,249,740 CHF | 1,252,800 CHF | 97.34% | 97.34% |
02/07/2024 | 0.25% | 4.06 CHF | 4.07 CHF | 500,000 | 500,000 | 304,029 | 304,029 | 1,228,080 CHF | 1,231,120 CHF | 98.42% | 98.42% |