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 | 0.52% | 4.04 CHF | 4.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 201,685 CHF | 202,728 CHF | 98.73% | 98.73% |
12/07/2024 | 0.51% | 4.00 CHF | 4.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 196,988 CHF | 197,988 CHF | 99.38% | 99.38% |
11/07/2024 | 0.52% | 3.91 CHF | 3.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 193,013 CHF | 194,013 CHF | 94.38% | 94.38% |
10/07/2024 | 0.55% | 3.77 CHF | 3.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 187,064 CHF | 188,099 CHF | 99.31% | 99.31% |
09/07/2024 | 0.77% | 3.76 CHF | 3.79 CHF | 25,000 | 25,000 | 26,781 | 26,781 | 102,492 CHF | 103,270 CHF | 99.84% | 99.84% |
08/07/2024 | 0.31% | 3.83 CHF | 3.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 191,056 CHF | 191,655 CHF | 99.17% | 99.17% |
05/07/2024 | 0.32% | 3.70 CHF | 3.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 187,713 CHF | 188,315 CHF | 99.61% | 99.61% |
04/07/2024 | 0.33% | 3.74 CHF | 3.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 186,133 CHF | 186,739 CHF | 98.25% | 98.25% |
03/07/2024 | 0.33% | 3.64 CHF | 3.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 180,070 CHF | 180,668 CHF | 99.31% | 99.31% |
02/07/2024 | 0.35% | 3.53 CHF | 3.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 173,987 CHF | 174,591 CHF | 93.48% | 93.48% |