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 | 0.56% | 4.37 CHF | 4.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 219,870 CHF | 221,106 CHF | 89.57% | 89.57% |
12/07/2024 | 0.53% | 4.38 CHF | 4.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 218,539 CHF | 219,709 CHF | 99.01% | 99.01% |
11/07/2024 | 0.54% | 4.32 CHF | 4.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 215,241 CHF | 216,410 CHF | 98.67% | 98.67% |
10/07/2024 | 0.56% | 4.22 CHF | 4.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 208,362 CHF | 209,533 CHF | 99.36% | 99.36% |
09/07/2024 | 0.57% | 4.10 CHF | 4.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 204,426 CHF | 205,595 CHF | 100.00% | 100.00% |
08/07/2024 | 0.58% | 4.17 CHF | 4.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 209,034 CHF | 210,242 CHF | 98.29% | 98.29% |
05/07/2024 | 0.57% | 4.14 CHF | 4.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 208,241 CHF | 209,431 CHF | 98.91% | 98.91% |
04/07/2024 | 0.55% | 4.20 CHF | 4.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 210,570 CHF | 211,725 CHF | 100.00% | 100.00% |
03/07/2024 | 0.57% | 4.19 CHF | 4.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 206,084 CHF | 207,255 CHF | 99.09% | 99.09% |
02/07/2024 | 0.59% | 4.04 CHF | 4.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 198,371 CHF | 199,546 CHF | 99.91% | 99.91% |