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 | 0.32% | 4.57 CHF | 4.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 462,981 CHF | 464,444 CHF | 98.07% | 98.07% |
12/07/2024 | 0.30% | 4.59 CHF | 4.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 460,092 CHF | 461,491 CHF | 99.32% | 99.32% |
11/07/2024 | 0.29% | 4.59 CHF | 4.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 463,491 CHF | 464,860 CHF | 98.73% | 98.73% |
10/07/2024 | 0.32% | 4.56 CHF | 4.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 452,462 CHF | 453,908 CHF | 100.00% | 100.00% |
09/07/2024 | 0.50% | 4.48 CHF | 4.50 CHF | 100,000 | 100,000 | 59,267 | 59,267 | 266,496 CHF | 267,759 CHF | 99.90% | 99.90% |
08/07/2024 | 0.32% | 4.47 CHF | 4.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 445,635 CHF | 447,048 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 4.39 CHF | 4.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 441,082 CHF | 442,454 CHF | 99.53% | 99.53% |
04/07/2024 | 0.32% | 4.49 CHF | 4.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 448,000 CHF | 449,437 CHF | 100.00% | 100.00% |
03/07/2024 | 0.31% | 4.43 CHF | 4.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 442,012 CHF | 443,388 CHF | 99.72% | 99.72% |
02/07/2024 | 0.31% | 4.50 CHF | 4.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 449,904 CHF | 451,307 CHF | 100.00% | 100.00% |