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% | 4.48 CHF | 4.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 873,342 CHF | 875,342 CHF | 100.00% | 100.00% |
12/07/2024 | 0.22% | 4.16 CHF | 4.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 895,197 CHF | 897,197 CHF | 99.85% | 99.85% |
11/07/2024 | 0.21% | 4.57 CHF | 4.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 950,566 CHF | 952,566 CHF | 82.07% | 82.07% |
10/07/2024 | 0.20% | 4.85 CHF | 4.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 992,178 CHF | 994,178 CHF | 96.18% | 96.18% |
09/07/2024 | 0.20% | 5.17 CHF | 5.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 983,001 CHF | 985,001 CHF | 99.67% | 99.67% |
08/07/2024 | 0.22% | 4.69 CHF | 4.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 913,635 CHF | 915,635 CHF | 100.00% | 100.00% |
05/07/2024 | 0.22% | 4.71 CHF | 4.72 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 903,718 CHF | 905,718 CHF | 98.74% | 98.74% |
04/07/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 955,281 CHF | 957,281 CHF | 100.00% | 100.00% |
03/07/2024 | 0.20% | 4.87 CHF | 4.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 997,057 CHF | 999,057 CHF | 99.05% | 99.05% |
02/07/2024 | 0.19% | 5.29 CHF | 5.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,071,290 CHF | 1,073,290 CHF | 99.42% | 99.42% |