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% | 4.99 CHF | 5.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 253,252 CHF | 254,002 CHF | 99.70% | 99.70% |
12/07/2024 | 0.31% | 5.02 CHF | 5.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 245,258 CHF | 246,008 CHF | 93.56% | 93.56% |
11/07/2024 | 0.31% | 4.84 CHF | 4.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 239,978 CHF | 240,728 CHF | 99.04% | 99.04% |
10/07/2024 | 0.32% | 4.74 CHF | 4.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 232,738 CHF | 233,488 CHF | 100.00% | 100.00% |
09/07/2024 | 0.32% | 4.65 CHF | 4.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 235,285 CHF | 236,035 CHF | 99.97% | 99.97% |
08/07/2024 | 0.32% | 4.71 CHF | 4.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 234,096 CHF | 234,846 CHF | 100.00% | 100.00% |
05/07/2024 | 0.34% | 4.64 CHF | 4.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 238,047 CHF | 238,847 CHF | 98.87% | 98.87% |
04/07/2024 | 0.31% | 4.78 CHF | 4.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 238,183 CHF | 238,933 CHF | 99.47% | 99.47% |
03/07/2024 | 0.32% | 4.73 CHF | 4.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 235,669 CHF | 236,419 CHF | 100.00% | 100.00% |
02/07/2024 | 0.35% | 4.62 CHF | 4.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 229,315 CHF | 230,115 CHF | 99.94% | 99.94% |