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 | 0.33% | 4.82 CHF | 4.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 244,504 CHF | 245,304 CHF | 99.60% | 99.60% |
12/07/2024 | 0.32% | 4.85 CHF | 4.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 236,558 CHF | 237,308 CHF | 93.56% | 93.56% |
11/07/2024 | 0.32% | 4.66 CHF | 4.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 231,278 CHF | 232,028 CHF | 99.05% | 99.05% |
10/07/2024 | 0.33% | 4.56 CHF | 4.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 224,038 CHF | 224,788 CHF | 100.00% | 100.00% |
09/07/2024 | 0.33% | 4.47 CHF | 4.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 226,585 CHF | 227,335 CHF | 99.98% | 99.98% |
08/07/2024 | 0.33% | 4.53 CHF | 4.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 225,396 CHF | 226,146 CHF | 100.00% | 100.00% |
05/07/2024 | 0.35% | 4.46 CHF | 4.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 229,345 CHF | 230,145 CHF | 98.97% | 98.97% |
04/07/2024 | 0.33% | 4.60 CHF | 4.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 229,483 CHF | 230,233 CHF | 99.47% | 99.47% |
03/07/2024 | 0.33% | 4.56 CHF | 4.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 226,969 CHF | 227,719 CHF | 100.00% | 100.00% |
02/07/2024 | 0.34% | 4.44 CHF | 4.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 220,665 CHF | 221,415 CHF | 99.96% | 99.96% |