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 | 0.30% | 4.92 CHF | 4.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 249,754 CHF | 250,504 CHF | 99.61% | 99.61% |
12/07/2024 | 0.31% | 4.95 CHF | 4.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 241,758 CHF | 242,508 CHF | 93.55% | 93.55% |
11/07/2024 | 0.34% | 4.77 CHF | 4.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 236,478 CHF | 237,278 CHF | 99.04% | 99.04% |
10/07/2024 | 0.33% | 4.67 CHF | 4.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 229,288 CHF | 230,038 CHF | 100.00% | 100.00% |
09/07/2024 | 0.32% | 4.58 CHF | 4.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 231,836 CHF | 232,586 CHF | 99.94% | 99.94% |
08/07/2024 | 0.32% | 4.64 CHF | 4.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 230,596 CHF | 231,346 CHF | 100.00% | 100.00% |
05/07/2024 | 0.32% | 4.57 CHF | 4.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 234,595 CHF | 235,345 CHF | 98.97% | 98.97% |
04/07/2024 | 0.32% | 4.71 CHF | 4.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 234,683 CHF | 235,433 CHF | 99.47% | 99.47% |
03/07/2024 | 0.32% | 4.67 CHF | 4.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 232,219 CHF | 232,969 CHF | 100.00% | 100.00% |
02/07/2024 | 0.33% | 4.55 CHF | 4.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 225,865 CHF | 226,615 CHF | 99.94% | 99.94% |