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 | 0.26% | 3.85 CHF | 3.86 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 577,148 CHF | 578,648 CHF | 99.07% | 99.07% |
12/07/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 579,105 CHF | 580,605 CHF | 98.84% | 98.84% |
11/07/2024 | 0.25% | 3.88 CHF | 3.89 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 603,544 CHF | 605,044 CHF | 85.60% | 85.60% |
10/07/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 606,062 CHF | 607,562 CHF | 95.16% | 95.16% |
09/07/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 606,052 CHF | 607,552 CHF | 98.69% | 98.69% |
08/07/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 606,392 CHF | 607,892 CHF | 98.58% | 98.58% |
05/07/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 600,418 CHF | 601,918 CHF | 99.17% | 99.17% |
04/07/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 600,264 CHF | 601,764 CHF | 99.18% | 99.18% |
03/07/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 610,814 CHF | 612,314 CHF | 98.44% | 98.44% |
02/07/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 596,014 CHF | 597,514 CHF | 98.74% | 98.74% |