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 | 0.23% | 4.36 CHF | 4.37 CHF | 50,000 | 50,000 | 30,754 | 30,754 | 131,062 CHF | 131,370 CHF | 90.55% | 90.55% |
12/07/2024 | 0.23% | 4.36 CHF | 4.37 CHF | 50,000 | 50,000 | 30,443 | 30,443 | 133,527 CHF | 133,831 CHF | 83.24% | 83.24% |
11/07/2024 | 0.20% | 4.65 CHF | 4.66 CHF | 50,000 | 50,000 | 30,521 | 30,521 | 148,217 CHF | 148,522 CHF | 94.25% | 94.25% |
10/07/2024 | 0.21% | 4.86 CHF | 4.87 CHF | 50,000 | 50,000 | 30,581 | 30,581 | 148,945 CHF | 149,251 CHF | 96.93% | 96.93% |
09/07/2024 | 0.20% | 4.87 CHF | 4.88 CHF | 50,000 | 50,000 | 30,583 | 30,583 | 149,419 CHF | 149,725 CHF | 96.78% | 96.78% |
08/07/2024 | 0.20% | 4.84 CHF | 4.85 CHF | 50,000 | 50,000 | 30,475 | 30,475 | 151,755 CHF | 152,060 CHF | 97.77% | 97.77% |
05/07/2024 | 0.22% | 4.88 CHF | 4.89 CHF | 50,000 | 50,000 | 30,405 | 30,405 | 139,670 CHF | 139,974 CHF | 97.82% | 97.82% |
04/07/2024 | 0.22% | 4.53 CHF | 4.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 112,691 CHF | 112,941 CHF | 79.34% | 79.34% |
03/07/2024 | 0.22% | 4.48 CHF | 4.49 CHF | 50,000 | 50,000 | 31,198 | 31,198 | 140,709 CHF | 141,021 CHF | 87.29% | 87.29% |
02/07/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 50,000 | 50,000 | 30,491 | 30,491 | 133,428 CHF | 133,733 CHF | 98.51% | 98.51% |