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 | 0.62% | 4.06 CHF | 4.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 206,187 CHF | 207,468 CHF | 95.75% | 95.75% |
12/07/2024 | 0.63% | 4.08 CHF | 4.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 198,671 CHF | 199,933 CHF | 93.53% | 93.53% |
11/07/2024 | 0.65% | 3.91 CHF | 3.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 193,787 CHF | 195,046 CHF | 99.03% | 99.03% |
10/07/2024 | 0.67% | 3.82 CHF | 3.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 187,038 CHF | 188,288 CHF | 100.00% | 100.00% |
09/07/2024 | 0.66% | 3.73 CHF | 3.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 189,483 CHF | 190,733 CHF | 99.97% | 99.97% |
08/07/2024 | 0.66% | 3.79 CHF | 3.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 188,335 CHF | 189,585 CHF | 100.00% | 100.00% |
05/07/2024 | 0.65% | 3.72 CHF | 3.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 192,057 CHF | 193,317 CHF | 98.77% | 98.77% |
04/07/2024 | 0.65% | 3.86 CHF | 3.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 192,163 CHF | 193,413 CHF | 99.48% | 99.48% |
03/07/2024 | 0.66% | 3.82 CHF | 3.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 189,879 CHF | 191,129 CHF | 100.00% | 100.00% |
02/07/2024 | 0.68% | 3.71 CHF | 3.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 183,885 CHF | 185,145 CHF | 99.95% | 99.95% |