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 | 0.26% | 3.59 CHF | 3.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 382,907 CHF | 383,907 CHF | 99.06% | 99.06% |
12/07/2024 | 0.24% | 4.14 CHF | 4.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 418,601 CHF | 419,601 CHF | 98.84% | 98.84% |
11/07/2024 | 0.24% | 4.08 CHF | 4.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 409,522 CHF | 410,522 CHF | 64.70% | 64.70% |
10/07/2024 | 0.25% | 4.18 CHF | 4.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 406,118 CHF | 407,118 CHF | 95.12% | 95.12% |
09/07/2024 | 0.25% | 4.08 CHF | 4.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 404,025 CHF | 405,025 CHF | 98.62% | 98.62% |
08/07/2024 | 0.25% | 4.08 CHF | 4.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 400,034 CHF | 401,034 CHF | 98.58% | 98.58% |
05/07/2024 | 0.23% | 4.14 CHF | 4.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 428,485 CHF | 429,485 CHF | 99.18% | 99.18% |
04/07/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 415,831 CHF | 416,831 CHF | 99.18% | 99.18% |
03/07/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 403,189 CHF | 404,189 CHF | 98.46% | 98.46% |
02/07/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 389,671 CHF | 390,671 CHF | 98.84% | 98.84% |