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% | 3.82 CHF | 3.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 95,375 CHF | 95,425 CHF | 99.97% | 99.97% |
12/07/2024 | 0.05% | 3.82 CHF | 3.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 95,668 CHF | 95,718 CHF | 99.99% | 99.99% |
11/07/2024 | 0.05% | 3.83 CHF | 3.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 95,680 CHF | 95,730 CHF | 35.04% | 35.04% |
10/07/2024 | 0.05% | 3.82 CHF | 3.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 95,141 CHF | 95,191 CHF | 100.00% | 100.00% |
09/07/2024 | 0.05% | 3.80 CHF | 3.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 95,075 CHF | 95,125 CHF | 100.00% | 100.00% |
08/07/2024 | 0.05% | 3.82 CHF | 3.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 95,394 CHF | 95,444 CHF | 100.00% | 100.00% |
05/07/2024 | 0.05% | 3.86 CHF | 3.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 97,629 CHF | 97,679 CHF | 82.53% | 82.53% |
04/07/2024 | 0.05% | 3.96 CHF | 3.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 98,114 CHF | 98,164 CHF | 99.17% | 99.17% |
03/07/2024 | 0.05% | 3.86 CHF | 3.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 96,632 CHF | 96,682 CHF | 100.00% | 100.00% |
02/07/2024 | 0.05% | 3.87 CHF | 3.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 97,282 CHF | 97,332 CHF | 99.98% | 99.98% |