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 | 0.48% | 4.30 CHF | 4.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 214,685 CHF | 215,728 CHF | 98.73% | 98.73% |
12/07/2024 | 0.50% | 4.26 CHF | 4.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 209,931 CHF | 210,988 CHF | 99.38% | 99.38% |
11/07/2024 | 0.51% | 4.17 CHF | 4.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 205,950 CHF | 207,013 CHF | 94.34% | 94.34% |
10/07/2024 | 0.50% | 4.03 CHF | 4.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 200,066 CHF | 201,066 CHF | 99.52% | 99.52% |
09/07/2024 | 0.71% | 4.02 CHF | 4.05 CHF | 25,000 | 25,000 | 26,781 | 26,781 | 109,454 CHF | 110,214 CHF | 99.84% | 99.84% |
08/07/2024 | 0.30% | 4.09 CHF | 4.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 204,019 CHF | 204,625 CHF | 99.17% | 99.17% |
05/07/2024 | 0.32% | 3.96 CHF | 3.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 200,680 CHF | 201,314 CHF | 99.62% | 99.62% |
04/07/2024 | 0.30% | 4.00 CHF | 4.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 199,104 CHF | 199,712 CHF | 98.25% | 98.25% |
03/07/2024 | 0.31% | 3.90 CHF | 3.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 193,031 CHF | 193,633 CHF | 99.31% | 99.31% |
02/07/2024 | 0.33% | 3.79 CHF | 3.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 186,912 CHF | 187,530 CHF | 93.48% | 93.48% |