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% | 4.06 CHF | 4.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,219,020 CHF | 407,341 CHF | 99.16% | 99.16% |
12/07/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,177,280 CHF | 393,425 CHF | 99.26% | 99.26% |
11/07/2024 | 0.24% | 3.98 CHF | 3.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,243,760 CHF | 415,588 CHF | 99.21% | 99.21% |
10/07/2024 | 0.25% | 4.12 CHF | 4.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,206,530 CHF | 403,178 CHF | 99.23% | 99.23% |
09/07/2024 | 0.25% | 4.02 CHF | 4.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,199,630 CHF | 400,877 CHF | 99.22% | 99.22% |
08/07/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,190,230 CHF | 397,743 CHF | 99.22% | 99.22% |
05/07/2024 | 0.24% | 3.95 CHF | 3.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,244,690 CHF | 415,898 CHF | 98.46% | 98.46% |
04/07/2024 | 0.24% | 4.23 CHF | 4.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,264,360 CHF | 422,452 CHF | 99.23% | 99.23% |
03/07/2024 | 0.25% | 4.12 CHF | 4.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,215,190 CHF | 406,062 CHF | 99.20% | 99.20% |
02/07/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,182,660 CHF | 395,220 CHF | 99.20% | 99.20% |