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% | 4.20 CHF | 4.21 CHF | 172,000 | 172,000 | 171,291 | 171,291 | 718,058 CHF | 719,770 CHF | 100.00% | 100.00% |
12/07/2024 | 0.24% | 4.22 CHF | 4.23 CHF | 172,000 | 172,000 | 171,291 | 171,291 | 720,589 CHF | 722,302 CHF | 100.00% | 100.00% |
11/07/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 172,000 | 172,000 | 171,139 | 171,139 | 714,924 CHF | 716,637 CHF | 99.99% | 99.99% |
10/07/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 172,000 | 172,000 | 171,300 | 171,300 | 713,868 CHF | 715,581 CHF | 100.00% | 100.00% |
09/07/2024 | 0.24% | 4.13 CHF | 4.14 CHF | 176,000 | 176,000 | 172,823 | 172,823 | 716,092 CHF | 717,820 CHF | 100.00% | 100.00% |
08/07/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 172,000 | 172,000 | 171,291 | 171,291 | 719,707 CHF | 721,420 CHF | 100.00% | 100.00% |
05/07/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 172,000 | 172,000 | 171,291 | 171,291 | 717,577 CHF | 719,290 CHF | 100.00% | 100.00% |
04/07/2024 | 0.24% | 4.17 CHF | 4.18 CHF | 172,000 | 172,000 | 171,291 | 171,291 | 714,337 CHF | 716,050 CHF | 100.00% | 100.00% |
03/07/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 172,000 | 172,000 | 173,570 | 173,570 | 717,303 CHF | 719,038 CHF | 100.00% | 100.00% |
02/07/2024 | 0.24% | 4.10 CHF | 4.11 CHF | 176,000 | 176,000 | 175,273 | 175,273 | 717,548 CHF | 719,300 CHF | 99.99% | 99.99% |