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 | 0.91% | 4.13 CHF | 4.17 CHF | 12,500 | 12,500 | 17,094 | 17,094 | 70,646 CHF | 71,263 CHF | 89.88% | 89.88% |
12/07/2024 | 0.70% | 4.63 CHF | 4.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 113,329 CHF | 114,120 CHF | 98.91% | 98.91% |
11/07/2024 | 0.69% | 4.48 CHF | 4.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 111,392 CHF | 112,163 CHF | 94.28% | 94.28% |
10/07/2024 | 0.74% | 4.26 CHF | 4.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 104,377 CHF | 105,154 CHF | 90.36% | 90.36% |
09/07/2024 | 0.74% | 4.14 CHF | 4.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 106,061 CHF | 106,846 CHF | 100.00% | 100.00% |
08/07/2024 | 0.73% | 4.18 CHF | 4.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 106,213 CHF | 106,986 CHF | 99.63% | 99.63% |
05/07/2024 | 0.73% | 4.32 CHF | 4.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 110,537 CHF | 111,352 CHF | 98.86% | 98.86% |
04/07/2024 | 0.71% | 4.39 CHF | 4.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 110,352 CHF | 111,138 CHF | 98.11% | 98.11% |
03/07/2024 | 0.70% | 4.42 CHF | 4.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 111,622 CHF | 112,404 CHF | 99.82% | 99.82% |
02/07/2024 | 0.70% | 4.43 CHF | 4.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 111,161 CHF | 111,943 CHF | 100.00% | 100.00% |