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 | 0.27% | 3.82 CHF | 3.83 CHF | 50,000 | 50,000 | 30,752 | 30,752 | 114,427 CHF | 114,735 CHF | 90.55% | 90.55% |
12/07/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 50,000 | 50,000 | 30,446 | 30,446 | 117,071 CHF | 117,375 CHF | 83.25% | 83.25% |
11/07/2024 | 0.23% | 4.11 CHF | 4.12 CHF | 50,000 | 50,000 | 30,527 | 30,527 | 131,727 CHF | 132,032 CHF | 94.28% | 94.28% |
10/07/2024 | 0.23% | 4.32 CHF | 4.33 CHF | 50,000 | 50,000 | 30,576 | 30,576 | 132,342 CHF | 132,648 CHF | 96.93% | 96.93% |
09/07/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 50,000 | 50,000 | 30,589 | 30,589 | 132,828 CHF | 133,134 CHF | 96.78% | 96.78% |
08/07/2024 | 0.22% | 4.30 CHF | 4.31 CHF | 50,000 | 50,000 | 30,480 | 30,480 | 135,293 CHF | 135,598 CHF | 97.79% | 97.79% |
05/07/2024 | 0.25% | 4.34 CHF | 4.35 CHF | 50,000 | 50,000 | 30,426 | 30,426 | 123,272 CHF | 123,576 CHF | 97.95% | 97.95% |
04/07/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 99,118 CHF | 99,368 CHF | 79.34% | 79.34% |
03/07/2024 | 0.25% | 3.94 CHF | 3.95 CHF | 50,000 | 50,000 | 31,192 | 31,192 | 123,724 CHF | 124,036 CHF | 87.25% | 87.25% |
02/07/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 50,000 | 50,000 | 30,434 | 30,434 | 116,582 CHF | 116,886 CHF | 98.24% | 98.24% |