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 | 0.22% | 4.59 CHF | 4.60 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 561,983 CHF | 563,233 CHF | 98.98% | 98.98% |
12/07/2024 | 0.22% | 4.51 CHF | 4.52 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 563,773 CHF | 565,023 CHF | 98.61% | 98.61% |
11/07/2024 | 0.21% | 4.55 CHF | 4.56 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 589,517 CHF | 590,767 CHF | 98.39% | 98.39% |
10/07/2024 | 0.21% | 4.71 CHF | 4.72 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 587,338 CHF | 588,588 CHF | 95.14% | 95.14% |
09/07/2024 | 0.21% | 4.71 CHF | 4.72 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 586,306 CHF | 587,556 CHF | 98.69% | 98.69% |
08/07/2024 | 0.21% | 4.68 CHF | 4.69 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 585,875 CHF | 587,125 CHF | 97.08% | 97.08% |
05/07/2024 | 0.22% | 4.71 CHF | 4.72 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 572,567 CHF | 573,817 CHF | 99.15% | 99.15% |
04/07/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 567,696 CHF | 568,946 CHF | 99.18% | 99.18% |
03/07/2024 | 0.22% | 4.52 CHF | 4.53 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 564,680 CHF | 565,930 CHF | 98.39% | 98.39% |
02/07/2024 | 0.23% | 4.45 CHF | 4.46 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 550,733 CHF | 551,983 CHF | 98.85% | 98.85% |