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 | 10,000 | 10,000 | 10,000 | 10,000 | 41,889 CHF | 41,989 CHF | 100.00% | 100.00% |
12/07/2024 | 0.24% | 4.14 CHF | 4.15 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 42,395 CHF | 42,495 CHF | 98.39% | 98.39% |
11/07/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 42,774 CHF | 42,874 CHF | 99.84% | 99.84% |
10/07/2024 | 0.24% | 4.10 CHF | 4.11 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 41,534 CHF | 41,634 CHF | 99.80% | 99.80% |
09/07/2024 | 0.23% | 4.19 CHF | 4.20 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 42,740 CHF | 42,840 CHF | 100.00% | 100.00% |
08/07/2024 | 0.23% | 4.22 CHF | 4.23 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 43,625 CHF | 43,725 CHF | 98.98% | 98.98% |
05/07/2024 | 0.23% | 4.42 CHF | 4.43 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 44,160 CHF | 44,260 CHF | 100.00% | 100.00% |
04/07/2024 | 0.24% | 4.23 CHF | 4.24 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 42,041 CHF | 42,141 CHF | 98.16% | 98.16% |
03/07/2024 | 0.25% | 3.93 CHF | 3.94 CHF | 10,000 | 10,000 | 9,998 | 10,000 | 39,383 CHF | 39,490 CHF | 100.00% | 100.00% |
02/07/2024 | 0.27% | 3.81 CHF | 3.82 CHF | 10,000 | 10,000 | 9,998 | 10,000 | 36,643 CHF | 36,751 CHF | 100.00% | 100.00% |