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 | 0.25% | 4.16 CHF | 4.17 CHF | 50,000 | 50,000 | 30,760 | 30,760 | 124,740 CHF | 125,048 CHF | 90.52% | 90.52% |
12/07/2024 | 0.24% | 4.15 CHF | 4.16 CHF | 50,000 | 50,000 | 30,446 | 30,446 | 127,259 CHF | 127,564 CHF | 83.25% | 83.25% |
11/07/2024 | 0.21% | 4.45 CHF | 4.46 CHF | 50,000 | 50,000 | 30,530 | 30,530 | 141,964 CHF | 142,270 CHF | 94.30% | 94.30% |
10/07/2024 | 0.21% | 4.65 CHF | 4.66 CHF | 50,000 | 50,000 | 30,577 | 30,577 | 142,590 CHF | 142,896 CHF | 96.94% | 96.94% |
09/07/2024 | 0.21% | 4.66 CHF | 4.67 CHF | 50,000 | 50,000 | 30,590 | 30,590 | 143,109 CHF | 143,414 CHF | 96.80% | 96.80% |
08/07/2024 | 0.21% | 4.64 CHF | 4.65 CHF | 50,000 | 50,000 | 30,481 | 30,481 | 145,469 CHF | 145,774 CHF | 97.80% | 97.80% |
05/07/2024 | 0.23% | 4.68 CHF | 4.69 CHF | 50,000 | 50,000 | 30,428 | 30,428 | 133,484 CHF | 133,788 CHF | 97.95% | 97.95% |
04/07/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 107,523 CHF | 107,773 CHF | 79.34% | 79.34% |
03/07/2024 | 0.23% | 4.28 CHF | 4.29 CHF | 50,000 | 50,000 | 31,194 | 31,194 | 134,217 CHF | 134,529 CHF | 87.26% | 87.26% |
02/07/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 50,000 | 50,000 | 30,487 | 30,487 | 127,058 CHF | 127,362 CHF | 98.51% | 98.51% |