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% | 4.05 CHF | 4.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 101,305 CHF | 101,555 CHF | 100.00% | 100.00% |
12/07/2024 | 0.24% | 4.05 CHF | 4.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 102,041 CHF | 102,291 CHF | 99.77% | 99.77% |
11/07/2024 | 0.24% | 4.07 CHF | 4.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 103,555 CHF | 103,805 CHF | 100.00% | 100.00% |
10/07/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 104,445 CHF | 104,695 CHF | 94.70% | 94.70% |
09/07/2024 | 0.24% | 4.17 CHF | 4.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 104,055 CHF | 104,305 CHF | 99.67% | 99.67% |
08/07/2024 | 0.24% | 4.15 CHF | 4.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 103,636 CHF | 103,886 CHF | 100.00% | 100.00% |
05/07/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 103,911 CHF | 104,161 CHF | 100.00% | 100.00% |
04/07/2024 | 0.24% | 4.17 CHF | 4.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 104,365 CHF | 104,615 CHF | 100.00% | 100.00% |
03/07/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 105,052 CHF | 105,302 CHF | 99.33% | 99.33% |
02/07/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 105,048 CHF | 105,298 CHF | 99.62% | 99.62% |