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 | 0.51% | 4.08 CHF | 4.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 203,878 CHF | 204,922 CHF | 98.73% | 98.73% |
12/07/2024 | 0.53% | 4.04 CHF | 4.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 199,104 CHF | 200,168 CHF | 99.38% | 99.38% |
11/07/2024 | 0.54% | 3.95 CHF | 3.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 195,130 CHF | 196,196 CHF | 95.07% | 95.07% |
10/07/2024 | 0.53% | 3.81 CHF | 3.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 189,271 CHF | 190,271 CHF | 99.52% | 99.52% |
09/07/2024 | 0.75% | 3.81 CHF | 3.84 CHF | 25,000 | 25,000 | 26,781 | 26,781 | 103,680 CHF | 104,439 CHF | 99.84% | 99.84% |
08/07/2024 | 0.31% | 3.88 CHF | 3.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 193,265 CHF | 193,864 CHF | 99.18% | 99.18% |
05/07/2024 | 0.31% | 3.74 CHF | 3.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 189,905 CHF | 190,498 CHF | 99.60% | 99.60% |
04/07/2024 | 0.32% | 3.78 CHF | 3.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 188,354 CHF | 188,959 CHF | 98.25% | 98.25% |
03/07/2024 | 0.32% | 3.68 CHF | 3.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 182,238 CHF | 182,830 CHF | 99.31% | 99.31% |
02/07/2024 | 0.34% | 3.57 CHF | 3.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 176,189 CHF | 176,793 CHF | 93.48% | 93.48% |