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 | 0.69% | 4.16 CHF | 4.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 103,981 CHF | 104,698 CHF | 60.65% | 60.65% |
12/07/2024 | 0.69% | 4.17 CHF | 4.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 102,120 CHF | 102,823 CHF | 99.01% | 99.01% |
11/07/2024 | 0.73% | 4.05 CHF | 4.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 100,317 CHF | 101,054 CHF | 99.09% | 99.09% |
10/07/2024 | 0.76% | 3.91 CHF | 3.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 98,621 CHF | 99,371 CHF | 100.00% | 100.00% |
09/07/2024 | 0.76% | 3.91 CHF | 3.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 98,391 CHF | 99,141 CHF | 100.00% | 100.00% |
08/07/2024 | 0.74% | 3.98 CHF | 4.01 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 100,128 CHF | 100,874 CHF | 100.00% | 100.00% |
05/07/2024 | 0.68% | 3.95 CHF | 3.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 99,801 CHF | 100,481 CHF | 98.86% | 98.86% |
04/07/2024 | 0.76% | 3.89 CHF | 3.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 97,775 CHF | 98,520 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 3.82 CHF | 3.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 95,158 CHF | 95,878 CHF | 99.82% | 99.82% |
02/07/2024 | 0.75% | 3.61 CHF | 3.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 89,449 CHF | 90,122 CHF | 100.00% | 100.00% |