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 | 150,000 | 150,000 | 150,000 | 150,000 | 601,010 CHF | 602,510 CHF | 99.06% | 99.06% |
12/07/2024 | 0.25% | 4.02 CHF | 4.03 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 602,994 CHF | 604,494 CHF | 98.82% | 98.82% |
11/07/2024 | 0.24% | 4.04 CHF | 4.05 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 627,492 CHF | 628,992 CHF | 85.60% | 85.60% |
10/07/2024 | 0.24% | 4.15 CHF | 4.16 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 630,002 CHF | 631,502 CHF | 95.16% | 95.16% |
09/07/2024 | 0.24% | 4.21 CHF | 4.22 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 630,016 CHF | 631,516 CHF | 98.70% | 98.70% |
08/07/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 630,215 CHF | 631,715 CHF | 98.56% | 98.56% |
05/07/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 624,344 CHF | 625,844 CHF | 99.18% | 99.18% |
04/07/2024 | 0.24% | 4.17 CHF | 4.18 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 624,240 CHF | 625,740 CHF | 99.18% | 99.18% |
03/07/2024 | 0.24% | 4.14 CHF | 4.15 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 634,825 CHF | 636,325 CHF | 98.44% | 98.44% |
02/07/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 620,074 CHF | 621,574 CHF | 98.82% | 98.82% |