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 | 0.30% | 4.92 CHF | 4.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,477,530 CHF | 494,012 CHF | 99.10% | 99.10% |
12/07/2024 | 0.31% | 5.06 CHF | 5.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,457,420 CHF | 487,306 CHF | 99.22% | 99.22% |
11/07/2024 | 0.30% | 4.88 CHF | 4.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,486,250 CHF | 496,915 CHF | 98.30% | 98.30% |
10/07/2024 | 0.32% | 4.92 CHF | 4.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,422,660 CHF | 475,719 CHF | 96.77% | 96.77% |
09/07/2024 | 0.32% | 4.66 CHF | 4.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,422,650 CHF | 475,715 CHF | 99.20% | 99.20% |
08/07/2024 | 0.33% | 4.54 CHF | 4.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,355,230 CHF | 453,244 CHF | 99.20% | 99.20% |
05/07/2024 | 0.36% | 4.41 CHF | 4.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,248,750 CHF | 417,751 CHF | 99.19% | 99.19% |
04/07/2024 | 0.36% | 4.07 CHF | 4.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,231,850 CHF | 412,115 CHF | 99.23% | 99.23% |
03/07/2024 | 0.36% | 4.10 CHF | 4.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,231,590 CHF | 412,031 CHF | 99.08% | 99.08% |
02/07/2024 | 0.40% | 3.87 CHF | 3.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,136,420 CHF | 380,307 CHF | 99.19% | 99.19% |