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 | 0.23% | 4.38 CHF | 4.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 109,499 CHF | 109,749 CHF | 100.00% | 100.00% |
12/07/2024 | 0.23% | 4.37 CHF | 4.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 110,156 CHF | 110,406 CHF | 99.77% | 99.77% |
11/07/2024 | 0.22% | 4.39 CHF | 4.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 111,596 CHF | 111,846 CHF | 100.00% | 100.00% |
10/07/2024 | 0.22% | 4.51 CHF | 4.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 112,498 CHF | 112,748 CHF | 94.71% | 94.71% |
09/07/2024 | 0.22% | 4.50 CHF | 4.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 112,103 CHF | 112,353 CHF | 99.67% | 99.67% |
08/07/2024 | 0.22% | 4.47 CHF | 4.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 111,671 CHF | 111,921 CHF | 100.00% | 100.00% |
05/07/2024 | 0.22% | 4.48 CHF | 4.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 111,964 CHF | 112,214 CHF | 100.00% | 100.00% |
04/07/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 112,447 CHF | 112,697 CHF | 100.00% | 100.00% |
03/07/2024 | 0.22% | 4.50 CHF | 4.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 113,097 CHF | 113,347 CHF | 99.33% | 99.33% |
02/07/2024 | 0.22% | 4.52 CHF | 4.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 113,193 CHF | 113,443 CHF | 99.62% | 99.62% |