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% | 3.96 CHF | 3.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,187,460 CHF | 396,819 CHF | 98.51% | 98.51% |
12/07/2024 | 0.27% | 3.92 CHF | 3.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,127,990 CHF | 376,998 CHF | 99.25% | 99.25% |
11/07/2024 | 0.24% | 3.89 CHF | 3.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,223,560 CHF | 408,854 CHF | 98.03% | 98.03% |
10/07/2024 | 0.25% | 4.08 CHF | 4.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,210,290 CHF | 404,429 CHF | 99.16% | 99.16% |
09/07/2024 | 0.24% | 3.99 CHF | 4.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,230,590 CHF | 411,196 CHF | 99.38% | 99.38% |
08/07/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,192,680 CHF | 398,560 CHF | 99.34% | 99.34% |
05/07/2024 | 0.27% | 3.88 CHF | 3.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,094,630 CHF | 365,877 CHF | 99.34% | 99.34% |
04/07/2024 | 0.28% | 3.54 CHF | 3.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,068,580 CHF | 357,194 CHF | 99.37% | 99.37% |
03/07/2024 | 0.29% | 3.56 CHF | 3.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,028,860 CHF | 343,953 CHF | 99.40% | 99.40% |
02/07/2024 | 0.31% | 3.31 CHF | 3.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 979,280 CHF | 327,427 CHF | 99.09% | 99.09% |