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 | 0.24% | 4.31 CHF | 4.32 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 42,374 CHF | 42,474 CHF | 99.39% | 99.39% |
12/07/2024 | 0.24% | 4.13 CHF | 4.14 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 41,723 CHF | 41,823 CHF | 99.09% | 99.09% |
11/07/2024 | 0.24% | 4.10 CHF | 4.11 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 41,565 CHF | 41,665 CHF | 98.30% | 98.30% |
10/07/2024 | 0.24% | 4.45 CHF | 4.46 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 42,193 CHF | 42,293 CHF | 40.00% | 40.00% |
09/07/2024 | 0.23% | 4.34 CHF | 4.35 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 42,526 CHF | 42,626 CHF | 99.05% | 99.05% |
08/07/2024 | 0.24% | 4.13 CHF | 4.14 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 41,188 CHF | 41,288 CHF | 99.24% | 99.24% |
05/07/2024 | 0.24% | 4.17 CHF | 4.18 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 41,484 CHF | 41,584 CHF | 99.39% | 99.39% |
04/07/2024 | 0.24% | 4.24 CHF | 4.25 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 42,029 CHF | 42,129 CHF | 99.39% | 99.39% |
03/07/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 43,315 CHF | 43,415 CHF | 98.63% | 98.63% |
02/07/2024 | 0.23% | 4.38 CHF | 4.39 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 43,979 CHF | 44,079 CHF | 96.00% | 96.00% |