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% | 4.27 CHF | 4.28 CHF | 172,000 | 172,000 | 171,291 | 171,291 | 730,050 CHF | 731,762 CHF | 99.99% | 99.99% |
12/07/2024 | 0.23% | 4.29 CHF | 4.30 CHF | 172,000 | 172,000 | 171,291 | 171,291 | 732,566 CHF | 734,279 CHF | 100.00% | 100.00% |
11/07/2024 | 0.24% | 4.23 CHF | 4.24 CHF | 172,000 | 172,000 | 171,140 | 171,140 | 726,862 CHF | 728,575 CHF | 99.97% | 99.97% |
10/07/2024 | 0.24% | 4.26 CHF | 4.27 CHF | 172,000 | 172,000 | 171,300 | 171,300 | 725,828 CHF | 727,541 CHF | 100.00% | 100.00% |
09/07/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 176,000 | 176,000 | 172,824 | 172,824 | 727,710 CHF | 729,438 CHF | 99.89% | 99.89% |
08/07/2024 | 0.23% | 4.25 CHF | 4.26 CHF | 172,000 | 172,000 | 171,290 | 171,290 | 731,272 CHF | 732,984 CHF | 99.95% | 99.95% |
05/07/2024 | 0.23% | 4.25 CHF | 4.26 CHF | 172,000 | 172,000 | 171,287 | 171,287 | 729,518 CHF | 731,231 CHF | 99.53% | 99.53% |
04/07/2024 | 0.24% | 4.24 CHF | 4.25 CHF | 172,000 | 172,000 | 171,290 | 171,290 | 726,255 CHF | 727,968 CHF | 99.92% | 99.92% |
03/07/2024 | 0.24% | 4.23 CHF | 4.24 CHF | 172,000 | 172,000 | 173,570 | 173,570 | 729,397 CHF | 731,132 CHF | 100.00% | 100.00% |
02/07/2024 | 0.24% | 4.17 CHF | 4.18 CHF | 176,000 | 176,000 | 175,272 | 175,272 | 729,732 CHF | 731,484 CHF | 99.98% | 99.98% |