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 | 0.24% | 4.00 CHF | 4.01 CHF | 80,000 | 80,000 | 79,425 | 79,425 | 325,804 CHF | 326,598 CHF | 100.00% | 100.00% |
12/07/2024 | 0.24% | 4.15 CHF | 4.16 CHF | 79,000 | 79,000 | 79,814 | 79,814 | 327,183 CHF | 327,981 CHF | 99.99% | 99.99% |
11/07/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 80,000 | 80,000 | 79,980 | 79,980 | 321,974 CHF | 322,775 CHF | 99.80% | 99.80% |
10/07/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 80,000 | 80,000 | 80,992 | 80,992 | 321,752 CHF | 322,561 CHF | 99.99% | 99.99% |
09/07/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 81,000 | 81,000 | 80,307 | 80,307 | 321,691 CHF | 322,495 CHF | 99.76% | 99.76% |
08/07/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 81,000 | 81,000 | 80,737 | 80,737 | 321,355 CHF | 322,163 CHF | 100.00% | 100.00% |
05/07/2024 | 0.25% | 3.94 CHF | 3.95 CHF | 81,000 | 81,000 | 80,891 | 80,891 | 321,937 CHF | 322,746 CHF | 99.81% | 99.81% |
04/07/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 81,000 | 81,000 | 80,708 | 80,708 | 321,942 CHF | 322,750 CHF | 100.00% | 100.00% |
03/07/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 81,000 | 81,000 | 81,000 | 81,000 | 319,698 CHF | 320,508 CHF | 99.99% | 99.99% |
02/07/2024 | 0.26% | 3.95 CHF | 3.96 CHF | 81,000 | 81,000 | 81,604 | 81,604 | 316,784 CHF | 317,600 CHF | 99.99% | 99.99% |