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 | 0.22% | 4.64 CHF | 4.65 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 92,703 CHF | 46,452 CHF | 99.96% | 99.96% |
12/07/2024 | 0.22% | 4.63 CHF | 4.64 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 91,641 CHF | 45,921 CHF | 99.99% | 99.99% |
11/07/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 91,475 CHF | 45,838 CHF | 35.04% | 35.04% |
10/07/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 92,056 CHF | 46,128 CHF | 99.98% | 99.98% |
09/07/2024 | 0.22% | 4.59 CHF | 4.60 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 92,138 CHF | 46,169 CHF | 99.96% | 99.96% |
08/07/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 90,997 CHF | 45,598 CHF | 99.89% | 99.89% |
05/07/2024 | 0.23% | 4.42 CHF | 4.43 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 85,780 CHF | 42,990 CHF | 82.54% | 82.54% |
04/07/2024 | 0.24% | 4.13 CHF | 4.14 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 84,668 CHF | 42,434 CHF | 99.17% | 99.17% |
03/07/2024 | 0.23% | 4.48 CHF | 4.49 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 88,580 CHF | 44,390 CHF | 100.00% | 100.00% |
02/07/2024 | 0.23% | 4.37 CHF | 4.38 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 85,929 CHF | 43,064 CHF | 99.85% | 99.85% |