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 | 1.32% | 4.51 CHF | 4.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 112,820 CHF | 114,320 CHF | 99.38% | 99.38% |
12/07/2024 | 1.31% | 4.54 CHF | 4.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 113,350 CHF | 114,850 CHF | 99.07% | 99.07% |
11/07/2024 | 1.32% | 4.49 CHF | 4.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 112,486 CHF | 113,986 CHF | 85.72% | 85.72% |
10/07/2024 | 1.31% | 4.52 CHF | 4.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 113,856 CHF | 115,356 CHF | 95.48% | 95.48% |
09/07/2024 | 1.30% | 4.60 CHF | 4.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 115,020 CHF | 116,520 CHF | 99.05% | 99.05% |
08/07/2024 | 1.31% | 4.54 CHF | 4.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 113,869 CHF | 115,369 CHF | 99.23% | 99.23% |
05/07/2024 | 1.31% | 4.52 CHF | 4.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 113,661 CHF | 115,161 CHF | 99.39% | 99.39% |
04/07/2024 | 1.32% | 4.54 CHF | 4.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 112,996 CHF | 114,496 CHF | 99.38% | 99.38% |
03/07/2024 | 1.33% | 4.51 CHF | 4.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 112,438 CHF | 113,938 CHF | 98.64% | 98.64% |
02/07/2024 | 1.33% | 4.47 CHF | 4.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 112,346 CHF | 113,846 CHF | 99.03% | 99.03% |