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 | 0.23% | 4.30 CHF | 4.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 107,311 CHF | 107,561 CHF | 100.00% | 100.00% |
12/07/2024 | 0.23% | 4.31 CHF | 4.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 106,664 CHF | 106,914 CHF | 98.98% | 98.98% |
11/07/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 107,428 CHF | 107,678 CHF | 99.95% | 99.95% |
10/07/2024 | 0.23% | 4.32 CHF | 4.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 108,772 CHF | 109,022 CHF | 99.85% | 99.85% |
09/07/2024 | 0.22% | 4.54 CHF | 4.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 112,353 CHF | 112,603 CHF | 100.00% | 100.00% |
08/07/2024 | 0.22% | 4.57 CHF | 4.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 113,762 CHF | 114,012 CHF | 100.00% | 100.00% |
05/07/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 114,433 CHF | 114,683 CHF | 100.00% | 100.00% |
04/07/2024 | 0.22% | 4.58 CHF | 4.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 114,973 CHF | 115,223 CHF | 100.00% | 100.00% |
03/07/2024 | 0.21% | 4.65 CHF | 4.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 116,441 CHF | 116,691 CHF | 99.51% | 99.51% |
02/07/2024 | 0.21% | 4.71 CHF | 4.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 116,780 CHF | 117,030 CHF | 100.00% | 100.00% |