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% | 4.87 CHF | 4.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 246,904 CHF | 247,654 CHF | 99.61% | 99.61% |
12/07/2024 | 0.31% | 4.89 CHF | 4.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 238,956 CHF | 239,706 CHF | 93.52% | 93.52% |
11/07/2024 | 0.32% | 4.71 CHF | 4.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 233,678 CHF | 234,428 CHF | 99.07% | 99.07% |
10/07/2024 | 0.33% | 4.61 CHF | 4.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 226,488 CHF | 227,238 CHF | 100.00% | 100.00% |
09/07/2024 | 0.33% | 4.52 CHF | 4.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 229,035 CHF | 229,785 CHF | 99.97% | 99.97% |
08/07/2024 | 0.33% | 4.58 CHF | 4.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 227,796 CHF | 228,546 CHF | 100.00% | 100.00% |
05/07/2024 | 0.34% | 4.51 CHF | 4.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 231,747 CHF | 232,547 CHF | 98.87% | 98.87% |
04/07/2024 | 0.32% | 4.65 CHF | 4.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 231,883 CHF | 232,633 CHF | 99.48% | 99.48% |
03/07/2024 | 0.33% | 4.61 CHF | 4.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 229,419 CHF | 230,169 CHF | 100.00% | 100.00% |
02/07/2024 | 0.34% | 4.49 CHF | 4.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 223,065 CHF | 223,815 CHF | 99.95% | 99.95% |