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 | 0.20% | 4.91 CHF | 4.92 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 98,151 CHF | 98,351 CHF | 99.39% | 99.39% |
12/07/2024 | 0.21% | 4.93 CHF | 4.94 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 97,278 CHF | 97,478 CHF | 99.08% | 99.08% |
11/07/2024 | 0.20% | 4.83 CHF | 4.84 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 97,630 CHF | 97,830 CHF | 85.73% | 85.73% |
10/07/2024 | 0.21% | 4.80 CHF | 4.81 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 95,454 CHF | 95,654 CHF | 95.48% | 95.48% |
09/07/2024 | 0.21% | 4.74 CHF | 4.75 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 95,086 CHF | 95,286 CHF | 99.06% | 99.06% |
08/07/2024 | 0.21% | 4.72 CHF | 4.73 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 93,191 CHF | 93,391 CHF | 99.24% | 99.24% |
05/07/2024 | 0.22% | 4.41 CHF | 4.42 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 89,764 CHF | 89,964 CHF | 99.39% | 99.39% |
04/07/2024 | 0.22% | 4.53 CHF | 4.54 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 90,037 CHF | 90,237 CHF | 99.39% | 99.39% |
03/07/2024 | 0.22% | 4.43 CHF | 4.44 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 89,107 CHF | 89,307 CHF | 98.63% | 98.63% |
02/07/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 89,361 CHF | 89,561 CHF | 99.03% | 99.03% |