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 | 0.23% | 4.37 CHF | 4.38 CHF | 172,000 | 172,000 | 171,291 | 171,291 | 747,777 CHF | 749,490 CHF | 100.00% | 100.00% |
12/07/2024 | 0.23% | 4.39 CHF | 4.40 CHF | 172,000 | 172,000 | 171,291 | 171,291 | 750,199 CHF | 751,912 CHF | 100.00% | 100.00% |
11/07/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 172,000 | 172,000 | 171,139 | 171,139 | 744,891 CHF | 746,604 CHF | 100.00% | 100.00% |
10/07/2024 | 0.23% | 4.37 CHF | 4.38 CHF | 172,000 | 172,000 | 171,300 | 171,300 | 743,896 CHF | 745,609 CHF | 100.00% | 100.00% |
09/07/2024 | 0.23% | 4.30 CHF | 4.31 CHF | 176,000 | 176,000 | 172,823 | 172,823 | 745,859 CHF | 747,587 CHF | 100.00% | 100.00% |
08/07/2024 | 0.23% | 4.36 CHF | 4.37 CHF | 172,000 | 172,000 | 171,291 | 171,291 | 749,209 CHF | 750,922 CHF | 100.00% | 100.00% |
05/07/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 172,000 | 172,000 | 171,291 | 171,291 | 747,127 CHF | 748,840 CHF | 100.00% | 100.00% |
04/07/2024 | 0.23% | 4.34 CHF | 4.35 CHF | 172,000 | 172,000 | 171,291 | 171,291 | 743,979 CHF | 745,692 CHF | 100.00% | 100.00% |
03/07/2024 | 0.23% | 4.34 CHF | 4.35 CHF | 172,000 | 172,000 | 173,570 | 173,570 | 747,791 CHF | 749,527 CHF | 100.00% | 100.00% |
02/07/2024 | 0.23% | 4.27 CHF | 4.28 CHF | 176,000 | 176,000 | 175,273 | 175,273 | 748,099 CHF | 749,852 CHF | 100.00% | 100.00% |