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 | 0.52% | 4.11 CHF | 4.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 211,172 CHF | 212,274 CHF | 98.73% | 98.73% |
12/07/2024 | 0.51% | 4.26 CHF | 4.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 210,820 CHF | 211,905 CHF | 99.38% | 99.38% |
11/07/2024 | 0.51% | 4.24 CHF | 4.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 211,655 CHF | 212,727 CHF | 99.02% | 99.02% |
10/07/2024 | 0.53% | 4.19 CHF | 4.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 208,510 CHF | 209,616 CHF | 100.00% | 100.00% |
09/07/2024 | 0.48% | 4.25 CHF | 4.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 212,758 CHF | 213,784 CHF | 100.00% | 100.00% |
08/07/2024 | 0.50% | 4.13 CHF | 4.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 206,334 CHF | 207,358 CHF | 100.00% | 100.00% |
05/07/2024 | 0.54% | 4.06 CHF | 4.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 205,322 CHF | 206,424 CHF | 99.57% | 99.57% |
04/07/2024 | 0.52% | 4.15 CHF | 4.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 206,822 CHF | 207,898 CHF | 99.38% | 99.38% |
03/07/2024 | 0.52% | 4.14 CHF | 4.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 205,570 CHF | 206,635 CHF | 99.73% | 99.73% |
02/07/2024 | 0.52% | 4.08 CHF | 4.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 199,588 CHF | 200,630 CHF | 99.98% | 99.98% |