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 | 0.24% | 4.04 CHF | 4.05 CHF | 50,000 | 50,000 | 49,029 | 49,029 | 200,834 CHF | 201,324 CHF | 100.00% | 100.00% |
12/07/2024 | 0.24% | 4.15 CHF | 4.16 CHF | 49,000 | 49,000 | 49,000 | 49,000 | 200,592 CHF | 201,082 CHF | 100.00% | 100.00% |
11/07/2024 | 0.25% | 4.07 CHF | 4.08 CHF | 49,000 | 49,000 | 49,821 | 49,821 | 198,847 CHF | 199,346 CHF | 99.98% | 99.98% |
10/07/2024 | 0.25% | 3.89 CHF | 3.90 CHF | 50,000 | 50,000 | 50,098 | 50,098 | 196,389 CHF | 196,890 CHF | 100.00% | 100.00% |
09/07/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 50,000 | 50,000 | 49,523 | 49,523 | 199,935 CHF | 200,430 CHF | 99.77% | 99.77% |
08/07/2024 | 0.25% | 4.02 CHF | 4.03 CHF | 50,000 | 50,000 | 49,672 | 49,672 | 200,253 CHF | 200,749 CHF | 99.28% | 99.28% |
05/07/2024 | 0.25% | 3.97 CHF | 3.98 CHF | 50,000 | 50,000 | 49,941 | 49,941 | 200,321 CHF | 200,820 CHF | 100.00% | 100.00% |
04/07/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 49,000 | 49,000 | 49,994 | 49,994 | 200,437 CHF | 200,937 CHF | 99.63% | 99.63% |
03/07/2024 | 0.25% | 3.91 CHF | 3.92 CHF | 50,000 | 50,000 | 49,706 | 49,706 | 199,085 CHF | 199,582 CHF | 100.00% | 100.00% |
02/07/2024 | 0.26% | 3.97 CHF | 3.98 CHF | 50,000 | 50,000 | 50,353 | 50,353 | 196,775 CHF | 197,278 CHF | 99.99% | 99.99% |