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 | 0.63% | 5.21 CHF | 5.25 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 52,616 CHF | 52,949 CHF | 99.55% | 99.55% |
12/07/2024 | 0.60% | 5.42 CHF | 5.45 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 52,269 CHF | 52,583 CHF | 99.53% | 99.53% |
11/07/2024 | 0.49% | 4.98 CHF | 5.00 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 73,283 CHF | 73,645 CHF | 99.50% | 99.50% |
10/07/2024 | 0.48% | 4.74 CHF | 4.76 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 69,105 CHF | 69,441 CHF | 99.56% | 99.56% |
09/07/2024 | 0.52% | 4.43 CHF | 4.45 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 68,715 CHF | 69,075 CHF | 99.54% | 99.54% |
08/07/2024 | 0.49% | 4.82 CHF | 4.85 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 71,643 CHF | 71,991 CHF | 99.52% | 99.52% |
05/07/2024 | 0.51% | 4.47 CHF | 4.50 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 70,646 CHF | 71,005 CHF | 99.55% | 99.55% |
04/07/2024 | 0.49% | 4.70 CHF | 4.72 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 70,063 CHF | 70,406 CHF | 99.52% | 99.52% |
03/07/2024 | 0.51% | 4.45 CHF | 4.47 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 65,327 CHF | 65,659 CHF | 99.55% | 99.55% |
02/07/2024 | 0.57% | 4.26 CHF | 4.29 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 41,788 CHF | 42,027 CHF | 99.55% | 99.55% |