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 | 0.05% | 4.24 CHF | 4.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 105,837 CHF | 105,887 CHF | 99.99% | 99.99% |
12/07/2024 | 0.05% | 4.23 CHF | 4.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 106,116 CHF | 106,166 CHF | 99.99% | 99.99% |
11/07/2024 | 0.05% | 4.25 CHF | 4.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 106,122 CHF | 106,172 CHF | 35.04% | 35.04% |
10/07/2024 | 0.05% | 4.23 CHF | 4.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 105,553 CHF | 105,603 CHF | 100.00% | 100.00% |
09/07/2024 | 0.05% | 4.22 CHF | 4.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 105,481 CHF | 105,531 CHF | 100.00% | 100.00% |
08/07/2024 | 0.05% | 4.23 CHF | 4.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 105,791 CHF | 105,841 CHF | 100.00% | 100.00% |
05/07/2024 | 0.05% | 4.28 CHF | 4.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 108,037 CHF | 108,087 CHF | 82.53% | 82.53% |
04/07/2024 | 0.05% | 4.37 CHF | 4.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 108,520 CHF | 108,570 CHF | 99.16% | 99.16% |
03/07/2024 | 0.05% | 4.27 CHF | 4.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 107,033 CHF | 107,083 CHF | 100.00% | 100.00% |
02/07/2024 | 0.05% | 4.29 CHF | 4.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 107,652 CHF | 107,702 CHF | 99.95% | 99.95% |