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 | 0.22% | 4.48 CHF | 4.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 112,003 CHF | 112,253 CHF | 100.00% | 100.00% |
12/07/2024 | 0.23% | 4.49 CHF | 4.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 110,359 CHF | 110,609 CHF | 99.68% | 99.68% |
11/07/2024 | 0.23% | 4.38 CHF | 4.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 109,474 CHF | 109,724 CHF | 99.42% | 99.42% |
10/07/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 110,962 CHF | 111,212 CHF | 96.11% | 96.11% |
09/07/2024 | 0.22% | 4.32 CHF | 4.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 113,133 CHF | 113,383 CHF | 99.67% | 99.67% |
08/07/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 118,995 CHF | 119,245 CHF | 99.85% | 99.85% |
05/07/2024 | 0.21% | 4.78 CHF | 4.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 121,674 CHF | 121,924 CHF | 100.00% | 100.00% |
04/07/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 117,598 CHF | 117,848 CHF | 100.00% | 100.00% |
03/07/2024 | 0.21% | 4.74 CHF | 4.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 116,226 CHF | 116,476 CHF | 99.25% | 99.25% |
02/07/2024 | 0.24% | 4.30 CHF | 4.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 105,344 CHF | 105,594 CHF | 99.67% | 99.67% |