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 | 0.29% | 5.03 CHF | 5.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 255,203 CHF | 255,953 CHF | 99.67% | 99.67% |
12/07/2024 | 0.30% | 5.06 CHF | 5.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 247,208 CHF | 247,958 CHF | 93.56% | 93.56% |
11/07/2024 | 0.33% | 4.88 CHF | 4.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 241,928 CHF | 242,728 CHF | 99.07% | 99.07% |
10/07/2024 | 0.32% | 4.78 CHF | 4.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 234,738 CHF | 235,488 CHF | 100.00% | 100.00% |
09/07/2024 | 0.32% | 4.69 CHF | 4.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 237,286 CHF | 238,036 CHF | 99.94% | 99.94% |
08/07/2024 | 0.32% | 4.75 CHF | 4.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 236,046 CHF | 236,796 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 4.68 CHF | 4.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 240,046 CHF | 240,796 CHF | 98.89% | 98.89% |
04/07/2024 | 0.31% | 4.82 CHF | 4.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 240,133 CHF | 240,883 CHF | 99.47% | 99.47% |
03/07/2024 | 0.32% | 4.77 CHF | 4.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 237,619 CHF | 238,369 CHF | 100.00% | 100.00% |
02/07/2024 | 0.32% | 4.66 CHF | 4.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 231,315 CHF | 232,065 CHF | 99.94% | 99.94% |