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 | 0.30% | 4.98 CHF | 4.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 250,729 CHF | 251,477 CHF | 98.07% | 98.07% |
12/07/2024 | 0.31% | 4.96 CHF | 4.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 246,925 CHF | 247,684 CHF | 98.95% | 98.95% |
11/07/2024 | 0.30% | 4.95 CHF | 4.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 249,199 CHF | 249,952 CHF | 96.90% | 96.90% |
10/07/2024 | 0.34% | 4.93 CHF | 4.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 244,491 CHF | 245,328 CHF | 100.00% | 100.00% |
09/07/2024 | 0.33% | 4.94 CHF | 4.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 247,472 CHF | 248,292 CHF | 100.00% | 100.00% |
08/07/2024 | 0.36% | 4.90 CHF | 4.92 CHF | 75,000 | 75,000 | 74,562 | 74,562 | 358,382 CHF | 359,654 CHF | 100.00% | 100.00% |
05/07/2024 | 0.59% | 4.61 CHF | 4.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 116,240 CHF | 116,931 CHF | 99.53% | 99.53% |
04/07/2024 | 0.53% | 4.66 CHF | 4.68 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 173,800 CHF | 174,730 CHF | 100.00% | 100.00% |
03/07/2024 | 0.55% | 4.56 CHF | 4.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 114,044 CHF | 114,671 CHF | 99.72% | 99.72% |
02/07/2024 | 0.56% | 4.68 CHF | 4.71 CHF | 25,000 | 25,000 | 29,094 | 29,094 | 134,798 CHF | 135,516 CHF | 90.66% | 90.66% |