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% | 4.86 CHF | 4.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 246,704 CHF | 247,454 CHF | 99.60% | 99.60% |
12/07/2024 | 0.31% | 4.89 CHF | 4.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 238,708 CHF | 239,458 CHF | 93.55% | 93.55% |
11/07/2024 | 0.32% | 4.71 CHF | 4.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 233,478 CHF | 234,228 CHF | 99.00% | 99.00% |
10/07/2024 | 0.33% | 4.61 CHF | 4.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 226,238 CHF | 226,988 CHF | 100.00% | 100.00% |
09/07/2024 | 0.33% | 4.52 CHF | 4.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 228,785 CHF | 229,535 CHF | 99.97% | 99.97% |
08/07/2024 | 0.33% | 4.58 CHF | 4.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 227,546 CHF | 228,296 CHF | 100.00% | 100.00% |
05/07/2024 | 0.32% | 4.51 CHF | 4.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 231,546 CHF | 232,296 CHF | 98.88% | 98.88% |
04/07/2024 | 0.32% | 4.65 CHF | 4.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 231,683 CHF | 232,433 CHF | 99.47% | 99.47% |
03/07/2024 | 0.33% | 4.60 CHF | 4.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 229,169 CHF | 229,919 CHF | 100.00% | 100.00% |
02/07/2024 | 0.34% | 4.49 CHF | 4.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 222,815 CHF | 223,565 CHF | 99.94% | 99.94% |