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 | 0.21% | 4.76 CHF | 4.77 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 94,959 CHF | 47,579 CHF | 99.92% | 99.92% |
12/07/2024 | 0.21% | 4.75 CHF | 4.76 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 94,072 CHF | 47,136 CHF | 99.99% | 99.99% |
11/07/2024 | 0.21% | 4.68 CHF | 4.69 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 93,927 CHF | 47,064 CHF | 35.04% | 35.04% |
10/07/2024 | 0.21% | 4.72 CHF | 4.73 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 94,345 CHF | 47,272 CHF | 100.00% | 100.00% |
09/07/2024 | 0.21% | 4.71 CHF | 4.72 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 94,408 CHF | 47,304 CHF | 99.97% | 99.97% |
08/07/2024 | 0.21% | 4.69 CHF | 4.70 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 93,457 CHF | 46,829 CHF | 99.66% | 99.66% |
05/07/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 89,157 CHF | 44,678 CHF | 82.54% | 82.54% |
04/07/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 88,203 CHF | 44,201 CHF | 99.17% | 99.17% |
03/07/2024 | 0.22% | 4.61 CHF | 4.62 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 91,424 CHF | 45,812 CHF | 100.00% | 100.00% |
02/07/2024 | 0.22% | 4.52 CHF | 4.53 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 89,171 CHF | 44,685 CHF | 99.89% | 99.89% |