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 | 0.59% | 4.04 CHF | 4.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 203,515 CHF | 204,721 CHF | 89.46% | 89.46% |
12/07/2024 | 0.57% | 4.05 CHF | 4.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 202,152 CHF | 203,297 CHF | 98.81% | 98.81% |
11/07/2024 | 0.62% | 3.99 CHF | 4.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 198,847 CHF | 200,083 CHF | 98.96% | 98.96% |
10/07/2024 | 0.61% | 3.89 CHF | 3.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 192,031 CHF | 193,205 CHF | 99.37% | 99.37% |
09/07/2024 | 0.63% | 3.77 CHF | 3.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 188,127 CHF | 189,309 CHF | 99.58% | 99.58% |
08/07/2024 | 0.62% | 3.84 CHF | 3.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 192,705 CHF | 193,908 CHF | 98.07% | 98.07% |
05/07/2024 | 0.61% | 3.82 CHF | 3.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 191,935 CHF | 193,103 CHF | 98.57% | 98.57% |
04/07/2024 | 0.62% | 3.87 CHF | 3.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 194,223 CHF | 195,438 CHF | 100.00% | 100.00% |
03/07/2024 | 0.61% | 3.86 CHF | 3.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 189,787 CHF | 190,943 CHF | 99.09% | 99.09% |
02/07/2024 | 0.65% | 3.71 CHF | 3.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 182,137 CHF | 183,315 CHF | 100.00% | 100.00% |