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% | 3.84 CHF | 3.86 CHF | 40,000 | 40,000 | 39,335 | 39,335 | 155,049 CHF | 155,837 CHF | 99.93% | 99.93% |
12/07/2024 | 0.51% | 3.98 CHF | 4.00 CHF | 40,000 | 40,000 | 48,424 | 48,424 | 190,677 CHF | 191,645 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 3.96 CHF | 3.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 197,772 CHF | 198,772 CHF | 99.92% | 99.92% |
10/07/2024 | 0.51% | 3.92 CHF | 3.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 194,622 CHF | 195,622 CHF | 100.00% | 100.00% |
09/07/2024 | 0.50% | 3.97 CHF | 3.99 CHF | 50,000 | 50,000 | 50,153 | 50,153 | 199,555 CHF | 200,544 CHF | 99.97% | 99.97% |
08/07/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 60,000 | 60,000 | 59,899 | 59,899 | 231,447 CHF | 232,047 CHF | 99.82% | 99.82% |
05/07/2024 | 0.26% | 3.79 CHF | 3.80 CHF | 60,000 | 60,000 | 59,996 | 59,996 | 230,480 CHF | 231,080 CHF | 99.98% | 99.98% |
04/07/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 232,303 CHF | 232,903 CHF | 100.00% | 100.00% |
03/07/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 230,798 CHF | 231,398 CHF | 99.99% | 99.99% |
02/07/2024 | 0.27% | 3.82 CHF | 3.83 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 223,505 CHF | 224,105 CHF | 99.99% | 99.99% |