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% | 4.23 CHF | 4.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 211,190 CHF | 211,690 CHF | 99.38% | 99.38% |
12/07/2024 | 0.24% | 4.17 CHF | 4.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 209,035 CHF | 209,535 CHF | 99.08% | 99.08% |
11/07/2024 | 0.24% | 4.17 CHF | 4.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 210,273 CHF | 210,773 CHF | 85.73% | 85.73% |
10/07/2024 | 0.24% | 4.17 CHF | 4.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 207,342 CHF | 207,842 CHF | 95.50% | 95.50% |
09/07/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 205,869 CHF | 206,369 CHF | 99.06% | 99.06% |
08/07/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 200,980 CHF | 201,480 CHF | 99.24% | 99.24% |
05/07/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 199,796 CHF | 200,296 CHF | 99.39% | 99.39% |
04/07/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 210,601 CHF | 211,101 CHF | 99.39% | 99.39% |
03/07/2024 | 0.21% | 4.66 CHF | 4.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 234,818 CHF | 235,318 CHF | 98.62% | 98.62% |
02/07/2024 | 0.21% | 4.82 CHF | 4.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 240,939 CHF | 241,439 CHF | 99.04% | 99.04% |