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% | 4.89 CHF | 4.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 247,904 CHF | 248,654 CHF | 99.60% | 99.60% |
12/07/2024 | 0.31% | 4.91 CHF | 4.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 239,906 CHF | 240,656 CHF | 93.52% | 93.52% |
11/07/2024 | 0.32% | 4.73 CHF | 4.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 234,628 CHF | 235,378 CHF | 99.05% | 99.05% |
10/07/2024 | 0.33% | 4.63 CHF | 4.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 227,438 CHF | 228,188 CHF | 100.00% | 100.00% |
09/07/2024 | 0.33% | 4.54 CHF | 4.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 229,935 CHF | 230,685 CHF | 99.98% | 99.98% |
08/07/2024 | 0.33% | 4.60 CHF | 4.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 228,746 CHF | 229,496 CHF | 100.00% | 100.00% |
05/07/2024 | 0.32% | 4.53 CHF | 4.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 232,745 CHF | 233,495 CHF | 98.97% | 98.97% |
04/07/2024 | 0.32% | 4.67 CHF | 4.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 232,833 CHF | 233,583 CHF | 99.48% | 99.48% |
03/07/2024 | 0.33% | 4.63 CHF | 4.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 230,319 CHF | 231,069 CHF | 100.00% | 100.00% |
02/07/2024 | 0.33% | 4.51 CHF | 4.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 224,015 CHF | 224,765 CHF | 99.95% | 99.95% |