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 | 0.47% | 4.24 CHF | 4.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 211,975 CHF | 212,975 CHF | 98.73% | 98.73% |
12/07/2024 | 0.48% | 4.20 CHF | 4.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 207,207 CHF | 208,207 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 4.11 CHF | 4.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 203,239 CHF | 204,239 CHF | 94.92% | 94.92% |
10/07/2024 | 0.53% | 3.98 CHF | 4.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 197,299 CHF | 198,352 CHF | 99.52% | 99.52% |
09/07/2024 | 0.75% | 3.97 CHF | 4.00 CHF | 25,000 | 25,000 | 26,781 | 26,781 | 107,979 CHF | 108,767 CHF | 99.84% | 99.84% |
08/07/2024 | 0.29% | 4.04 CHF | 4.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 201,340 CHF | 201,927 CHF | 99.18% | 99.18% |
05/07/2024 | 0.30% | 3.90 CHF | 3.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 197,971 CHF | 198,564 CHF | 99.62% | 99.62% |
04/07/2024 | 0.30% | 3.95 CHF | 3.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 196,426 CHF | 197,020 CHF | 98.25% | 98.25% |
03/07/2024 | 0.31% | 3.84 CHF | 3.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 190,330 CHF | 190,920 CHF | 99.31% | 99.31% |
02/07/2024 | 0.32% | 3.73 CHF | 3.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 184,232 CHF | 184,827 CHF | 93.44% | 93.44% |