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 | 0.32% | 4.97 CHF | 4.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 252,102 CHF | 252,902 CHF | 99.72% | 99.72% |
12/07/2024 | 0.31% | 5.00 CHF | 5.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 244,158 CHF | 244,908 CHF | 93.56% | 93.56% |
11/07/2024 | 0.31% | 4.82 CHF | 4.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 238,928 CHF | 239,678 CHF | 99.04% | 99.04% |
10/07/2024 | 0.32% | 4.71 CHF | 4.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 231,688 CHF | 232,438 CHF | 100.00% | 100.00% |
09/07/2024 | 0.32% | 4.63 CHF | 4.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 234,235 CHF | 234,985 CHF | 99.98% | 99.98% |
08/07/2024 | 0.32% | 4.69 CHF | 4.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 233,046 CHF | 233,796 CHF | 100.00% | 100.00% |
05/07/2024 | 0.32% | 4.62 CHF | 4.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 236,996 CHF | 237,746 CHF | 98.88% | 98.88% |
04/07/2024 | 0.32% | 4.76 CHF | 4.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 237,133 CHF | 237,883 CHF | 99.48% | 99.48% |
03/07/2024 | 0.32% | 4.71 CHF | 4.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 234,619 CHF | 235,369 CHF | 100.00% | 100.00% |
02/07/2024 | 0.33% | 4.60 CHF | 4.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 228,265 CHF | 229,015 CHF | 99.98% | 99.98% |