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 | 0.25% | 3.93 CHF | 3.94 CHF | 80,000 | 80,000 | 79,425 | 79,425 | 320,105 CHF | 320,900 CHF | 100.00% | 100.00% |
12/07/2024 | 0.25% | 4.07 CHF | 4.08 CHF | 79,000 | 79,000 | 79,814 | 79,814 | 321,344 CHF | 322,142 CHF | 100.00% | 100.00% |
11/07/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 80,000 | 80,000 | 79,976 | 79,976 | 316,143 CHF | 316,944 CHF | 99.80% | 99.80% |
10/07/2024 | 0.26% | 3.93 CHF | 3.94 CHF | 80,000 | 80,000 | 80,992 | 80,992 | 315,912 CHF | 316,722 CHF | 100.00% | 100.00% |
09/07/2024 | 0.25% | 3.89 CHF | 3.90 CHF | 81,000 | 81,000 | 80,307 | 80,307 | 315,830 CHF | 316,634 CHF | 99.73% | 99.73% |
08/07/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 81,000 | 81,000 | 80,737 | 80,737 | 315,451 CHF | 316,258 CHF | 100.00% | 100.00% |
05/07/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 81,000 | 81,000 | 80,891 | 80,891 | 316,084 CHF | 316,893 CHF | 99.81% | 99.81% |
04/07/2024 | 0.26% | 3.92 CHF | 3.93 CHF | 81,000 | 81,000 | 80,708 | 80,708 | 316,083 CHF | 316,890 CHF | 100.00% | 100.00% |
03/07/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 81,000 | 81,000 | 81,000 | 81,000 | 313,794 CHF | 314,604 CHF | 100.00% | 100.00% |
02/07/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 81,000 | 81,000 | 81,605 | 81,605 | 310,820 CHF | 311,636 CHF | 99.99% | 99.99% |