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% | 4.93 CHF | 4.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 250,054 CHF | 250,804 CHF | 99.61% | 99.61% |
12/07/2024 | 0.31% | 4.96 CHF | 4.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 242,106 CHF | 242,856 CHF | 93.52% | 93.52% |
11/07/2024 | 0.32% | 4.77 CHF | 4.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 236,828 CHF | 237,578 CHF | 98.96% | 98.96% |
10/07/2024 | 0.33% | 4.67 CHF | 4.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 229,638 CHF | 230,388 CHF | 100.00% | 100.00% |
09/07/2024 | 0.32% | 4.58 CHF | 4.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 232,185 CHF | 232,935 CHF | 99.98% | 99.98% |
08/07/2024 | 0.32% | 4.64 CHF | 4.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 230,946 CHF | 231,696 CHF | 100.00% | 100.00% |
05/07/2024 | 0.32% | 4.57 CHF | 4.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 234,946 CHF | 235,696 CHF | 98.95% | 98.95% |
04/07/2024 | 0.32% | 4.72 CHF | 4.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 235,033 CHF | 235,783 CHF | 99.48% | 99.48% |
03/07/2024 | 0.32% | 4.67 CHF | 4.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 232,569 CHF | 233,319 CHF | 100.00% | 100.00% |
02/07/2024 | 0.33% | 4.56 CHF | 4.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 226,215 CHF | 226,965 CHF | 99.94% | 99.94% |