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 | 0.06% | 4.55 CHF | 4.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 116,524 CHF | 116,599 CHF | 96.85% | 96.85% |
12/07/2024 | 0.07% | 4.66 CHF | 4.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 111,582 CHF | 111,657 CHF | 93.85% | 93.85% |
11/07/2024 | 0.06% | 4.51 CHF | 4.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 116,386 CHF | 116,461 CHF | 96.11% | 96.11% |
10/07/2024 | 0.07% | 4.58 CHF | 4.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 111,282 CHF | 111,357 CHF | 96.72% | 96.72% |
09/07/2024 | 0.07% | 4.43 CHF | 4.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 113,051 CHF | 113,126 CHF | 98.87% | 98.87% |
08/07/2024 | 0.07% | 4.55 CHF | 4.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 114,836 CHF | 114,911 CHF | 96.03% | 96.03% |
05/07/2024 | 0.07% | 4.51 CHF | 4.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 113,632 CHF | 113,707 CHF | 98.95% | 98.95% |
04/07/2024 | 0.07% | 4.45 CHF | 4.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 111,903 CHF | 111,978 CHF | 99.17% | 99.17% |
03/07/2024 | 0.07% | 4.46 CHF | 4.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 111,228 CHF | 111,303 CHF | 92.22% | 92.22% |
02/07/2024 | 0.07% | 4.24 CHF | 4.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 103,616 CHF | 103,691 CHF | 99.94% | 99.94% |